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Concentration behavior of the penalized least squares estimator - MaRDI portal

Concentration behavior of the penalized least squares estimator (Q6089165)

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scientific article; zbMATH DE number 7778325
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English
Concentration behavior of the penalized least squares estimator
scientific article; zbMATH DE number 7778325

    Statements

    title
    Concentration behavior of the penalized least squares estimator (English)
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    author
    Alan Muro
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    Sara van de Geer
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    publication date
    14 December 2023
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    zbMATH Keywords
    concentration inequalities
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    regularized least squares
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    statistical trade-off
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    Identifiers

    arXiv ID
    1511.08698
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    DOI
    10.1111/stan.12123
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    Mathematics Subject Classification ID
    62Gxx
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    62Jxx
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    62Fxx
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    zbMATH DE Number
    7778325
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    OpenAlex ID
    W2963652843
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