activity
20082025
most citedConfidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression

37 citations · 91 across the 11 of their papers we have counts for

collaborators
Showing 2017 · math.STShow all

1 paper · 2 filters

math.ST2017★ 13 cited

On the Distribution, Model Selection Properties and Uniqueness of the Lasso Estimator in Low and High Dimensions

Karl Ewald, Ulrike Schneider

We derive expressions for the finite-sample distribution of the Lasso estimator in the context of a linear regression model in low as well as in high dimensions by exploiting the s…