Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468)
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scientific article; zbMATH DE number 6918566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized estimation for the least absolute relative error models with a diverging number of covariates |
scientific article; zbMATH DE number 6918566 |
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Regularized estimation for the least absolute relative error models with a diverging number of covariates (English)
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15 August 2018
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variable selection
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diverging number of covariates
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least absolute relative error
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least squares approximation
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oracle properties
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