Scaled sparse linear regression
From MaRDI portal
Publication:3143465
DOI10.1093/biomet/ass043zbMath1452.62515arXiv1104.4595OpenAlexW2154972590MaRDI QIDQ3143465
Publication date: 30 November 2012
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4595
iterative algorithmscale invariancelinear regressionconvex minimizationvariance estimationoracle inequalitypenalized least squaresestimation after model selection
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