Parameter estimation and variable selection via ArctanLASSO (Q5063706)
From MaRDI portal
scientific article; zbMATH DE number 7494424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and variable selection via ArctanLASSO |
scientific article; zbMATH DE number 7494424 |
Statements
Parameter estimation and variable selection via ArctanLASSO (English)
0 references
21 March 2022
0 references
ArctanLASSO
0 references
\(n^{1/2}\) consistency
0 references
oracle property
0 references
parameter estimation
0 references
variable selection
0 references
