Seminar at SMU Delhi

November 9, 2011 (Wednesday) , 3:30 PM at Webinar
Speaker: Arindam Chatterjee, Indian Statistical Institute
Title: Adaptive Lasso estimators and the Bootstrap
Abstract of Talk
We will describe some consistency results for bootstrapped Adaptive Lasso estimators in fixed and increasing dimensions. It will be shown that the bootstrap provides higher order accuracy in comparison to the normal (oracle-based) approximation.