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1. Lasso for sparse linear regression with exponentially [formula omitted]-mixing errors.

Author

Xie, Fang, Xu, Lihu, and Yang, Youcai

Subjects
*ESTIMATION theory, *REGRESSION analysis, *MATHEMATICAL models, *LINEAR systems, *STATISTICAL sampling
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 . [ABSTRACT FROM AUTHOR]

Published
2017
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