Regression with stagewise minimization on risk function

DOI10.1016/j.csda.2018.12.011OpenAlexW2907572030WikidataQ128611467 ScholiaQ128611467MaRDI QIDQ1727927

Kanta Naito, Takuma Yoshida

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.12.011

zbMATH Keywords

regressionrisk minimizationnon-asymptotic theorystagewise estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Uses Software

• ElemStatLearn
• gamair

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