The Lasso with general Gaussian designs with applications to hypothesis testing

DOI10.1214/23-aos2327arXiv2007.13716MaRDI QIDQ6183778

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Publication date: 4 January 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.13716

zbMATH Keywords

Lassoexact asymptoticsGaussian widthdebiased Lassoconvex Gaussian min-max theoremGaussian designs

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic properties of parametric tests (62F05)

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