On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
type: Item
instance of: scholarly article
title: On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
zbMATH Open document ID: 1331.62345
published in: Journal of Econometrics
publication date: 2015-08-31T00:00:00Z
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6477030
zbMATH Keywords: asymptotic uniform linearity
zbMATH Keywords: Brownian bridge
zbMATH Keywords: oracle property
zbMATH Keywords: prediction intervals
zbMATH Keywords: regularization
zbMATH Keywords: weak convergence
author: A. Chatterjee
author: Shuva Gupta
author: Soumendra N. Lahiri
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.02.012
OpenAlex ID: W2062641117
Wikidata QID: Q57437388
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DOI: 10.1016/J.JECONOM.2015.02.012
description: scientific article; zbMATH DE number 6477030