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The Adaptive Lasso and Its Oracle Properties

The Adaptive Lasso and Its Oracle Properties

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The Adaptive Lasso and Its Oracle Properties Hui Z OU Thelassoisapopulartechniqueforsimultaneousestimationandvariableselection.Lassovariableselectionhasbeenshowntobeconsistent

  Oracle, Adaptive, Properties, Sasol, Adaptive lasso and its oracle properties

The Adaptive Lasso and Its Oracle Properties

The Adaptive Lasso and Its Oracle Properties

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of Minnesota, Minneapolis, MN 55455 (E-mail: hzou@stat.umn.edu ). The au-thor thanks an associate editor and three referees for their helpful comments and suggestions. Sincere thanks also go to a co-editor for his encouragement. high variability and in addition is often trapped into a local op-timal solution rather than the global optimal solution.

  Oracle, Adaptive, Properties, Stats, Sasol, Adaptive lasso and its oracle properties

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