The Conference program's website is located at http://isnpstat.org/firstISNPS/index.php?option=com_content&view=article&id=4&Itemid=3We study the distributions of Lasso-type regression estimators in a moving-parameter asymptotic framework, and consider various bootstrap methods for estimating them accordingly. We show, in particular, that the distribution functions of Lasso-type estimators, including even those possessing the oracle properties such as the adaptive Lasso and the SCAD, cannot be consistently estimated by the bootstraps uniformly over the space of the regression parameters, especially when some of the regre...postprin
