Lasso for sparse linear regression with exponentially β-mixing errors

doi:10.1016/j.spl.2017.01.023

科研成果详情

发表状态	已发表Published
题名	Lasso for sparse linear regression with exponentially β-mixing errors
作者	Xie, Fang1 ; Xu, Lihu 1; Yang, Youcai 2
发表日期	2017-06-01
发表期刊	Statistics and Probability Letters
ISSN/eISSN	0167-7152
卷号	125 页码:64-70
摘要	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.
关键词	Consistency Exponentially β-mixing errors Lasso Linear regression models
DOI	10.1016/j.spl.2017.01.023
URL	查看来源
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000399628000008
Scopus入藏号	2-s2.0-85012037042
引用统计	被引频次：5[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/9189
专题	个人在本单位外知识产出
通讯作者	Xu, Lihu
作者单位	1.Department of Mathematics,Faculty of Science and Technology,University of Macau,Macao 2.School of Economics and Management,Qingdao University of Science and Technology,China
第一作者单位	理工科技学院
通讯作者单位	理工科技学院
推荐引用方式 GB/T 7714	Xie, Fang,Xu, Lihu,Yang, Youcai. Lasso for sparse linear regression with exponentially β-mixing errors[J]. Statistics and 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 and Probability Letters, 125, 64-70.
MLA	Xie, Fang,et al."Lasso for sparse linear regression with exponentially β-mixing errors". Statistics and Probability Letters 125(2017): 64-70.