AOS

The out-of sample prediction error of the $\sqrt{\text{LASSO}}$ and related estimators

Authors
José Luis Montiel Olea Cynthia Rush Amilcar Velez Johannes Wiesel
Research Topics
High-Dimensional Statistics Statistical Learning
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Paper Information
  • Journal:
    Annals of Statistics
  • Added to Tracker:
    Nov 18, 2025
Author Details
José Luis Montiel Olea
Author
Cynthia Rush
Author
Amilcar Velez
Author
Johannes Wiesel
Author
Research Topics & Keywords
High-Dimensional Statistics
Research Area
Statistical Learning
Research Area
Citation Information
APA Format
José Luis Montiel Olea , Cynthia Rush , Amilcar Velez & Johannes Wiesel . The out-of sample prediction error of the $\sqrt{\text{LASSO}}$ and related estimators. Annals of Statistics .
BibTeX Format
@article{paper643,
  title = { The out-of sample prediction error of the $\sqrt{\text{LASSO}}$ and related estimators },
  author = { José Luis Montiel Olea and Cynthia Rush and Amilcar Velez and Johannes Wiesel },
  journal = { Annals of Statistics },
  url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/64544?confirm=614741e2 }
}
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