On the robustness of the adaptive lasso to model misspecification

Biometrika

Volumn 99, Issue 3, 2012, Pages 717-731

  Lu, W ^a   Goldberg, Y ^b   Fine, J P ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b University of North Carolina at Chapel Hill   (United States)

Author keywords

Least false parameter; Model misspecification; Oracle property; Penalization; Selection consistency; Shrinkage estimation; Variable selection

Indexed keywords

EID: 84865455033     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/ass027     Document Type: Article

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