Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
Subsampling estimates of the Lasso distribution.
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6.2 High dimensional setting 69<br />
Figure 6.4: Coverage rates <strong>of</strong> <strong>the</strong> two sided confidence intervals I 2 for <strong>the</strong> adaptive <strong>Lasso</strong> in<br />
high dimension. Green triangles correspond to relevant variables. Black dots correspond<br />
to noise variables.