Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430)
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scientific article; zbMATH DE number 6618658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage and LASSO strategies in high-dimensional heteroscedastic models |
scientific article; zbMATH DE number 6618658 |
Statements
Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (English)
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22 August 2016
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asymptotic distribution risk
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heteroscedastic models
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HHR estimator
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LASSO
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least squares estimator
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linear regression models
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shrinkage strategies
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0.9232309
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0.9019747
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0.89948463
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0.89415646
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0.8937052
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0.89255285
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0.88883054
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