On the oracle property of adaptive group Lasso in high-dimensional linear models

Caiya Zhang; Yanbiao Xiang

doi:10.1007/s00362-015-0684-0

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On the oracle property of adaptive group Lasso in high-dimensional linear models

Caiya Zhang Yanbiao Xiang

Year: 2015 Journal: Statistical Papers Vol: 57 (1)Pages: 249-265 Publisher: Springer Science+Business Media

DOI: 10.1007/s00362-015-0684-0

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Keywords:

Lasso (programming language) Oracle Consistency (knowledge bases) Elastic net regularization Linear regression Property (philosophy) Group (periodic table) Linear model Mathematics Asymptotic distribution Applied mathematics Regression Econometrics Statistics Computer science Estimator Discrete mathematics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

On the oracle property of adaptive group Lasso in high-dimensional linear models

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