Lasso for sparse linear regression with exponentially β-mixing errors

doi:10.1016/j.spl.2017.01.023

Residential College	false
Status	已發表Published
	Lasso for sparse linear regression with exponentially β-mixing errors
	Xie,Fang1 ; Xu,Lihu 1; Yang,Youcai 2
	2017-02-15
Source Publication	STATISTICS & PROBABILITY LETTERS
ABS Journal Level	2
ISSN	01677152
Volume	125 Pages:64-70
Abstract	We prove two consistency theorems for the lasso estimators of sparse linear regression models with exponentially β-mixing errors, in which the number of regressors p is large, even much larger than the sample size n.
Keyword	Consistency Exponentially Β-mixing Errors Lasso Linear Regression Models
DOI	10.1016/j.spl.2017.01.023
URL	View the original
Indexed By	SCIE
Language	英語English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000399628000008
Scopus ID	2-s2.0-85012037042
Fulltext Access	View Full-Text via DOI View Full-Text via Web of Science View Full-Text via Scopus
Citation statistics
Document Type	Journal article
Collection	University of Macau
Corresponding Author	Xu,Lihu
Affiliation	1.Department of MathematicsFaculty of Science and TechnologyUniversity of Macau,China 2.School of Economics and ManagementQingdao University of Science and Technology,China
First Author Affilication	Faculty of Science and Technology
Corresponding Author Affilication	Faculty of Science and Technology
Recommended Citation GB/T 7714	Xie,Fang,Xu,Lihu,Yang,Youcai. Lasso for sparse linear regression with exponentially β-mixing errors[J]. STATISTICS & PROBABILITY LETTERS, 2017, 125, 64-70.
APA	Xie,Fang., Xu,Lihu., & Yang,Youcai (2017). Lasso for sparse linear regression with exponentially β-mixing errors. STATISTICS & PROBABILITY LETTERS, 125, 64-70.
MLA	Xie,Fang,et al."Lasso for sparse linear regression with exponentially β-mixing errors".STATISTICS & PROBABILITY LETTERS 125(2017):64-70.

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