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Conference Paper: Bootstrap methods for lasso-type estimators under a moving-parameter framework

TitleBootstrap methods for lasso-type estimators under a moving-parameter framework
Authors
Cai, WLee, SMS
Issue Date2012
Citation
The 1st Conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki, Greece, 15-19 June 2012. How to Cite?
AbstractWe study the distributions of Lasso-type regression estimators in a moving-parameter asymptotic framework, and consider various bootstrap methods for estimating them accordingly. We show, in particular, that the distribution functions of Lasso-type estimators, including even those possessing the oracle properties such as the adaptive Lasso and the SCAD, cannot be consistently estimated by the bootstraps uniformly over the space of the regression parameters, especially when some of the regre...
DescriptionThe Conference program's website is located at http://isnpstat.org/firstISNPS/index.php?option=com_content&view=article&id=4&Itemid=3
Persistent Identifierhttp://hdl.handle.net/10722/165731

 

DC FieldValueLanguage
dc.contributor.authorCai, Wen_US
dc.contributor.authorLee, SMSen_US
dc.date.accessioned2012-09-20T08:22:46Z-
dc.date.available2012-09-20T08:22:46Z-
dc.date.issued2012en_US
dc.identifier.citationThe 1st Conference of the International Society for NonParametric Statistics (ISNPS), Chalkidiki, Greece, 15-19 June 2012.en_US
dc.identifier.urihttp://hdl.handle.net/10722/165731-
dc.descriptionThe Conference program's website is located at http://isnpstat.org/firstISNPS/index.php?option=com_content&view=article&id=4&Itemid=3-
dc.description.abstractWe study the distributions of Lasso-type regression estimators in a moving-parameter asymptotic framework, and consider various bootstrap methods for estimating them accordingly. We show, in particular, that the distribution functions of Lasso-type estimators, including even those possessing the oracle properties such as the adaptive Lasso and the SCAD, cannot be consistently estimated by the bootstraps uniformly over the space of the regression parameters, especially when some of the regre...-
dc.languageengen_US
dc.relation.ispartof1st ISNPS Conference 2012en_US
dc.titleBootstrap methods for lasso-type estimators under a moving-parameter frameworken_US
dc.typeConference_Paperen_US
dc.identifier.emailLee, SMS: smslee@hku.hken_US
dc.identifier.authorityLee, SMS=rp00726en_US
dc.description.naturepostprint-
dc.identifier.hkuros210058en_US

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