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On the robustness of the adaptive lasso to model misspecification
Penalization methods have been shown to yield both consistent variable selection and oracle parameter estimation under correct model specification. In this article, we study such methods under model misspecification, where the assumed form of the regression function is incorrect, including generaliz...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Oxford University Press
2012
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4188068/ https://ncbi.nlm.nih.gov/pubmed/25294946 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/ass027 |
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