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Weak Convergence of the Regularization Path in Penalized M-Estimation - MaRDI portal

Weak Convergence of the Regularization Path in Penalized M-Estimation (Q3103136)

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Weak Convergence of the Regularization Path in Penalized M-Estimation
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    Weak Convergence of the Regularization Path in Penalized M-Estimation (English)
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    26 November 2011
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    Akaike information criterion (AIC)
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    lasso
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    pathwise argmin theorem
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    penalized M-estimation
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    regularization path
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    weak convergence
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