K-fold CV Lasso is sqrt(n)-consistent but not variable selection consistent under moment conditions, with valid bootstrap approximation for inference.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Asymptotic Theory of $K$-fold Cross-validation in Lasso and the validity of Bootstrap
K-fold CV Lasso is sqrt(n)-consistent but not variable selection consistent under moment conditions, with valid bootstrap approximation for inference.