Bounds on the prediction error of penalized least squares estimators with convex penalty (Q1703904)

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scientific article; zbMATH DE number 6848045
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Bounds on the prediction error of penalized least squares estimators with convex penalty
scientific article; zbMATH DE number 6848045

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    Bounds on the prediction error of penalized least squares estimators with convex penalty (English)
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    8 March 2018
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    penalized least squares
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    oracle inequality
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    LASSO estimator
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    SLOPE estimator
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    group LASSO
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