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How to make the regressor of LASSO consistent?

Cross Validated Asked by ZQQ on January 28, 2021

Suppose there is one regressor $X$ ith a sample so that $sum_{i=1}^n X_i^2=n$. And suppose the OLS estimator of $Y$ on $X$ (no intercept) is consistent. What condition does $lambda$ need to satisfy to make LASSO consistent? What about ridge?

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