On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property

Author:

Chatterjee A.,Gupta S.,Lahiri S.N.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference36 articles.

1. Bach, F., 2009. Model-consistent sparse estimation through the bootstrap. Preprint available at http://arxiv.org/abs/0901.3202.

2. Belloni, A., Chernozhukov, V., Hansen, C., 2011a. Inference for high-dimensional sparse econometric models. Preprint. arXiv:1201.0220.

3. Belloni, A., Chernozhukov, V., Hansen, C., 2011b. Inference on treatment effects after selection amongst high-dimensional controls. Preprint. arXiv:1201.0224.

4. Simultaneous analysis of lasso and Dantzig selector;Bickel;Ann. Statist.,2009

5. Statistics for high-dimensional data. Methods, theory and applications;Bühlmann,2011

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