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On the Behavior of the Risk of a LASSO-Type Estimator - MaRDI portal

On the Behavior of the Risk of a LASSO-Type Estimator (Q5283086)

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scientific article; zbMATH DE number 6748448
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On the Behavior of the Risk of a LASSO-Type Estimator
scientific article; zbMATH DE number 6748448

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    On the Behavior of the Risk of a LASSO-Type Estimator (English)
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    18 July 2017
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    shrinkage estimation
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    high-dimensional inference
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    linear models
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    SVD
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    MSE
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