Universality of regularized regression estimators in high dimensions (Q6183759)

scientific article; zbMATH DE number 7783519

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English	Universality of regularized regression estimators in high dimensions	scientific article; zbMATH DE number 7783519

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instance of

scholarly article

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title

Universality of regularized regression estimators in high dimensions (English)

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The Annals of Statistics

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publication date

4 January 2024

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full work available at URL

https://arxiv.org/abs/2206.07936

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https://projecteuclid.org/journals/annals-of-statistics/volume-51/issue-4/Universality-of-regularized-regression-estimators-in-high-dimensions/10.1214/23-AOS2309.full

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Mathematics Subject Classification ID

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Gaussian comparison inequalities

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high-dimensional asymptotics

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Lasso

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Lindeberg's principle

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random matrix theory

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robust regression

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ridge regression

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universality

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MaRDI profile type

MaRDI publication profile

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Sitelinks

Mathematics(1 entry)

mardi Publication:6183759