A note on the asymptotic distribution of LASSO estimator for correlated data

Sankhya: The Indian Journal of Statistics

Volumn 74, Issue 1, 2012, Pages 10-28

  Gupta, Shuva ^a  

^a NORTHERN ILLINOIS UNIVERSITY   (United States)

Author keywords

Asymptotic distribution; Central limit theorem; LASSO; Penalized regression; Weak dependence

Indexed keywords

EID: 84872126997     PISSN: 09727671     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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