The Adaptive Lasso with Weighted IPW Factor and KRR Penalty Function
带加权 IPW 因子与 KRR 惩罚函数的自适应 Lasso
In this paper, we first consider a Lasso estimator incorporating a weighted IPW factor,and obtain certain conditions for the Lasso variable selection to be consistent or inconsistent. Then we provide a modified version of the adaptive Lasso equipped with a weighted IPW factor and a KRR penalty function, establishing that the proposed adaptive Lasso possesses the Oracle property. Numerical simulations demonstrate that the proposed adaptive Lasso exhibits near-minimax…