Efficient Penalized Estimation for Linear Regression Model (Q5265841)

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scientific article; zbMATH DE number 6467439
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Efficient Penalized Estimation for Linear Regression Model
scientific article; zbMATH DE number 6467439

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    Efficient Penalized Estimation for Linear Regression Model (English)
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    29 July 2015
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    GMM
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    LASSO
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    oracle property
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    penalized least squares
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    SCAD
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    shrinkage
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