Distributional consistency of the lasso by perturbation bootstrap

DOI10.1093/BIOMET/ASZ029zbMath1435.62269arXiv1710.10709OpenAlexW2963576626MaRDI QIDQ5212916

Debraj Das, Soumendra Nath Lahiri

Publication date: 30 January 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.10709

zbMATH Keywords

Lassoresidual bootstrapperturbation bootstrappaired bootstrapdistributional consistency

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

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