Theoretical properties of the overlapping groups Lasso
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Publication:1950815
DOI10.1214/12-EJS672zbMath1334.62131arXiv1103.4614MaRDI QIDQ1950815
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.4614
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)
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