Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
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5.2 Uniform consistency for quantiles appproximation 53<br />
Figure 5.1: In red, <strong>the</strong> subsampling <strong>distribution</strong> <strong>estimates</strong> for <strong>the</strong> roots √ n( ˆβ j − β j ), j =<br />
1, . . . , 9. n = 10000, b = n 0.65 ≈ 400, B = 2000 with penalization parameter λ n = 2 √ n.