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- W1968694834 abstract "We consider the asymptotic behavior ofregression estimators that minimize the residual sum of squares plus a penalty proportional to $sum|beta_j|^{gamma}$. for some $gamma > 0$. These estimators include the Lasso as a special case when $gamma = 1$. Under appropriate conditions, we show that the limiting distributions can have positive probability mass at 0 when the true value of the parameter is 0.We also consider asymptotics for “nearly singular” designs." @default.
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- W1968694834 date "2000-10-01" @default.
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- W1968694834 title "Asymptotics for lasso-type estimators" @default.
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- W1968694834 doi "https://doi.org/10.1214/aos/1015957397" @default.
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