Error bounds for the convex loss Lasso in linear models

DOI10.1214/17-EJS1304zbMath1373.62369OpenAlexW2744030047MaRDI QIDQ2408222

Mark Hannay, Pierre-Yves Deléamont

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1502157624

zbMATH Keywords

error boundshigh dimensionsjoint scale and location estimationrobust Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

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