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Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications - MaRDI portal

Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications (Q5405175)

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scientific article; zbMATH DE number 6276167
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Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications
scientific article; zbMATH DE number 6276167

    Statements

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    1 April 2014
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    variable selection
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    penalized estimation
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    oracle inequality
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    generalized linear models
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    selection consistency
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    sparsity
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    stat.ML
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    math.ST
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    stat.TH
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