The Adaptive Lasso and Its Oracle Properties
Top Cited Papers
- 1 December 2006
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 101 (476) , 1418-1429
- https://doi.org/10.1198/016214506000000735
Abstract
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 nece...Keywords
This publication has 1 reference indexed in Scilit:
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