PERTURBATION BOOTSTRAP IN ADAPTIVE LASSO

Das, D; Gregory, K; Lahiri, SN

Das, D (reprint author), Univ Wisconsin, Dept Stat, 1300 Univ Avn, Madison, WI 53706 USA.

ANNALS OF STATISTICS, 2019; 47 (4): 2080

Abstract

The Adaptive Lasso (Alasso) was proposed by Zou [J. Amer. Statist. Assoc. 101 (2006) 1418-1429] as a modification of the Lasso for the purpose of simu......

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