Discussion of Sara van de Geer: Generic chaining and the \(L_{1}\) penalty

DOI10.1016/J.JSPI.2012.12.008zbMath1428.62330OpenAlexW2068189155MaRDI QIDQ1948164

Mu Cai, Peter J. Bickel

Publication date: 2 May 2013

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.12.008

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) General nonlinear regression (62J02)

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