The LASSO estimator: Distributional properties (Q4558753)
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scientific article; zbMATH DE number 6987034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The LASSO estimator: Distributional properties |
scientific article; zbMATH DE number 6987034 |
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The LASSO estimator: Distributional properties (English)
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29 November 2018
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linear regression
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Lasso
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characteristic function
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finite sample probability distribution function
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Fourier-Slice theorem
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Cramer-Wold theorem
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