Lasso for sparse linear regression with exponentially β-mixing errors

doi:10.1016/j.spl.2017.01.023

Details of Research Outputs

Status	已发表Published
Title	Lasso for sparse linear regression with exponentially β-mixing errors
Creator	Xie, Fang1 ; Xu, Lihu 1; Yang, Youcai 2
Date Issued	2017-06-01
Source Publication	Statistics and Probability Letters
ISSN	0167-7152
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 source
Indexed By	SCIE
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000399628000008
Scopus ID	2-s2.0-85012037042
Citation statistics	Cited Times:5[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/9189
Collection	Research outside affiliated institution
Corresponding Author	Xu, Lihu
Affiliation	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
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 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.

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