continuum of target parameters is of interest and the Lasso-type or post-Lasso type methods are used to estimate a continuum of … establish rate and consistency results for continua of Lasso or post-Lasso type methods for estimating continua of the (nuisance …

autoregressive models. We propose using Lasso-type estimators to reduce the dimensionality to a manageable one and provide strong …

) and studies the properties of the Lasso and adaptive Lasso as estimators of this model. The parameters of the model are … finite sample properties of the Lasso by deriving upper bounds on the estimation and prediction errors that are valid with … of non zero increments grows slower than √T . By simulation experiments we investigate the properties of the Lasso and …

for a continuum of target parameters and for Lasso-type or Post-Lasso type methods to be used as estimators of a continuum … continua of Lasso or Post-Lasso type estimators for continua of (nuisance) regression functions and provide practical …

the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects …-asymptotic oracle inequalities for both the prediction risk and the l1 estimation loss for regression coefficients. Since the Lasso …

high dimensional by construction and sparse by assumption, is estimated using the Lasso. We apply this method to the …

-Sampling approach (U-MIDAS) (see Foroni et al., 2015; Castle et al., 2009; Bec and Mogliani, 2013), and the LASSO-type penalised …

We use lasso methods to shrink, select and estimate the network linking the publicly-traded subset of the world's top …