On tight bounds for the Lasso

zbMath1467.62127arXiv1804.00989MaRDI QIDQ4558195

Sara van de Geer

Publication date: 21 November 2018

Full work available at URL: https://arxiv.org/abs/1804.00989

zbMATH Keywords

linear modellower boundcompatibilityLasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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