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Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient - MaRDI portal

Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (Q4916514)

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scientific article; zbMATH DE number 6156563
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Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient
scientific article; zbMATH DE number 6156563

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    Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (English)
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    22 April 2013
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    adaptive lasso
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    information criterion
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    iterative block thresholding
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    James-Stein estimator
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    multivariate time series
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    sparse model selection
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    universal threshold
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    wavelet smoothing
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