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Scaled sparse linear regression - MaRDI portal

Scaled sparse linear regression (Q3143465)

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Scaled sparse linear regression
scientific article

    Statements

    title
    Scaled sparse linear regression (English)
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    author
    Tingni Sun
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    Cun-Hui Zhang
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    published in
    Biometrika
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    publication date
    30 November 2012
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    zbMATH Keywords
    convex minimization
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    estimation after model selection
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    iterative algorithm
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    linear regression
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    oracle inequality
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    penalized least squares
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    scale invariance
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    variance estimation
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    Identifiers

    DOI
    10.1093/biomet/ass043
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    zbMATH DE Number
    6111558
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    OpenAlex ID
    W2154972590
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    arXiv ID
    1104.4595
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