Rates of convergence of the adaptive lasso estimators to the oracle distribution and higher order refinements by the bootstrap

Annals of Statistics

Volumn 41, Issue 3, 2013, Pages 1232-1259

  Chatterjee, A ^a   Lahiri, S N ^b  

^a INDIAN STATISTICAL INSTITUTE   (India)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap; Edgeworth expansion; Penalized regression

Indexed keywords

EID: 84879395816     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/13-AOS1106     Document Type: Article

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