Some Rates of Convergence for the Selected Lasso Estimator

DOI10.1007/978-3-642-34106-9_4zbMath1366.68244OpenAlexW2203705131MaRDI QIDQ3164808

Caroline Meynet, Pascal Massart

Publication date: 16 October 2012

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-34106-9_4

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Learning and adaptive systems in artificial intelligence (68T05)

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