The Lasso, correlated design, and improved oracle inequalities

DOI10.1214/12-IMSCOLL922zbMath1327.62426arXiv1107.0189MaRDI QIDQ5499696

Sara van de Geer, Johannes Lederer

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0189

zbMATH Keywords

correlationentropycompatibilityhigh-dimensional modelLasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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