High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood |
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High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (English)
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24 July 2014
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high-dimensional data
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penalized normal likelihood
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sign recovery
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mean squared error
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consistency
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