Some common techniques, listed from less complex to more complex, are: linear regression, linear lasso regression, linear ridge regression, k-nearest neighbors regression, (plain) kernel regression, ...

We study the asymptotic properties of the adaptive Lasso estimators in sparse, high-dimensional, linear regression models when the number of covariates may increase with the sample size. We consider ...

The group lasso estimator for logistic regression is shown to be statistically consistent even if the number of predictors is much larger than sample size but with sparse true underlying structure. We ...