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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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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Oxford University Press
2012
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| 主題: | |
| オンライン・アクセス: | 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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