On the robustness of the adaptive lasso to model misspecification

Keyphrases

• Parameter Estimation 100%
• Oracle 100%
• Model Misspecification 100%
• Misspecified Model 100%
• Adaptive Lasso 100%
• Proportional Hazards Model 50%
• Asymptotically Normal 50%
• Epidemiological Study 50%
• Least Absolute Shrinkage and Selection Operator (LASSO) 50%
• Model Specification 50%
• Correct Model 50%
• Generalized Linear Model 50%
• Wisconsin 50%
• Regression Function 50%
• Regression Coefficient 50%
• Penalization 50%
• Misspecification 50%
• Diabetic Retinopathy 50%
• Penalized Estimator 50%
• Selection Consistency 50%
• Censored Response 50%
• Consistent Variable Selection 50%
• Sparse Estimation 50%
• Penalization Method 50%
• True Model 50%
• Lasso Penalty 50%

Mathematics

• Model Misspecification 100%
• Misspecified Model 100%
• Proportional Hazards Model 50%
• Model Specification 50%
• Correct Model 50%
• Generalized Linear Model 50%
• Parameter Estimation 50%
• Regression Function 50%
• Regression Coefficient 50%
• Misspecification 50%
• Lasso Regression 50%
• True Model 50%

Economics, Econometrics and Finance

• Scientific Modelling 100%
• Duration Analysis 33%