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M-estimation in high-dimensional linear model - MaRDI portal

M-estimation in high-dimensional linear model (Q824747)

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M-estimation in high-dimensional linear model
scientific article

    Statements

    title
    M-estimation in high-dimensional linear model (English)
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    author
    Kai Wang
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    Yanling Zhu
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    publication date
    15 December 2021
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    zbMATH Keywords
    M-estimation
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    high-dimensionality
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    variable selection
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    oracle property
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    penalized method
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    Identifiers

    Mathematics Subject Classification ID
    62F12
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    62E15
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    62J05
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    62F35
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    62E20
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    62H12
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    zbMATH DE Number
    7445941
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    OpenAlex ID
    W2789482609
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    arXiv ID
    1803.04362
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    Wikidata QID
    Q64881894
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