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Oracle Inequalities for Convex Loss Functions with Nonlinear Targets - MaRDI portal

Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505)

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scientific article; zbMATH DE number 7537956
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English
Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
scientific article; zbMATH DE number 7537956

    Statements

    title
    Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (English)
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    author
    Mehmet Caner
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    Anders Bredahl Kock
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    publication date
    7 June 2022
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    zbMATH Keywords
    convex loss function
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    elastic net
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    empirical loss minimization
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    Lasso
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    nonparametric estimation
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    oracle inequality
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    variable selection
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    cites work
    Q2774021
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    Q4235027
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    Q4864293
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    Identifiers

    Mathematics Subject Classification ID
    62J05
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    62J07
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    62G08
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    62F12
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    62J12
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    zbMATH DE Number
    7537956
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    OpenAlex ID
    W2239182733
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    arXiv ID
    1312.3525
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