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A. Chatterjee

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Nov 2026

Bootstrapping LASSO estimators under variable selection consistency in high dimensions and some higher order refinements

We consider statistical inference based on the LASSO (cf. Tibshirani (J. Roy. Statist. Soc. Ser. B, Methodol. 58 (1996) 267–288)) in high dimensional regression problems. It is well known that the LASSO produces biased estimator of the regression parameter. The bias problem is further exacerbated when the LASSO has the...

Debraj Das, A. Chatterjee, S. Lahiri · 0 citations

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