Prediction and estimation consistency of sparse multi-class penalized optimal scoring
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Publication:2278663
DOI10.3150/19-BEJ1126zbMath1456.62148arXiv1809.04669OpenAlexW2990661983MaRDI QIDQ2278663
Publication date: 5 December 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.04669
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)
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