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Strong consistency of Lasso estimators

✍ Scribed by A. Chatterjee; S. N. Lahiri


Book ID
107688192
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
298 KB
Volume
73
Category
Article
ISSN
0976-836X

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Uniform strong consistency of robust est
✍ JosΓ© R. Berrendero πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 245 KB

In the robustness framework, the distribution underlying the data is not totally speciΓΏed and, therefore, it is convenient to use estimators whose properties hold uniformly over the whole set of possible distributions. In this paper, we give two general results on uniform strong consistency and appl