The Adaptive Lasso and Its Oracle Properties
نویسندگان
چکیده
منابع مشابه
The Adaptive Lasso and Its Oracle Properties
The lasso is a popular technique for simultaneous estimation and variable selection. Lasso variable selection has been shown to be consistent under certain conditions. In this work we derive a necessary condition for the lasso variable selection to be consistent. Consequently, there exist certain scenarios where the lasso is inconsistent for variable selection. We then propose a new version of ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2006
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214506000000735