Bootstrapping Lasso Estimators
Authors:
- 1 June 2011
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 106 (494) , 608-625
Abstract
In this article, we consider bootstrapping the Lasso estimator of the regression parameter in a multiple linear regression model. It is known that the standard bootstrap method fails to be consiste...Keywords
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