On the Behavior of the Risk of a LASSO-Type Estimator

DOI10.1007/978-3-319-51313-3_9zbMath1366.62148OpenAlexW2580315993MaRDI QIDQ5283086

M. Rauf Ahmad, Silvelyn Zwanzig

Publication date: 18 July 2017

Published in: Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-51313-3_9

zbMATH Keywords

SVDshrinkage estimationlinear modelsMSEhigh-dimensional inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Cites Work

• Statistics for high-dimensional data. Methods, theory and applications.
• Liu and Ridge Estimators-A Comparison
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Matrix Algebra
• Optimization
• Ridge regression and asymptotic minimax estimation over spheres of growing dimension
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