Bootstrap-based penalty choice for the lasso, achieving oracle performance

Statistica Sinica

Volumn 19, Issue 2, 2009, Pages 449-471

  Hall, Peter ^a   Lee, Eun Ryung ^b   Park, Byeong U ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b Seoul National University   (South Korea)

Author keywords

Adaptive inference; Bootstrap; M out of n bootstrap; Optimality properties; Prediction; Regression; Variable selection

Indexed keywords

EID: 68149141589     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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