A stepwise regression method and consistent model selection for high-dimensional sparse linear models (Q153217)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stepwise regression method and consistent model selection for high-dimensional sparse linear models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stepwise regression method and consistent model selection for high-dimensional sparse linear models |
scientific article |
Statements
21
0 references
4
0 references
October 2011
0 references
10 November 2011
0 references
A stepwise regression method and consistent model selection for high-dimensional sparse linear models (English)
0 references
componentwise linear regression
0 references
greedy algorithm
0 references
high-dimensional information criterion
0 references
Lasso
0 references
oracle property
0 references
inequalities
0 references
sparsity
0 references
