Penalized estimation of high-dimensional models under a generalized sparsity cindition

DOI10.5705/ss.2010.290zbMath1433.62194OpenAlexW4252714277MaRDI QIDQ4921673

Joel L. Horowitz, Jian Huang

Publication date: 13 May 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2010.290

zbMATH Keywords

high-dimensional datavariable selectionpenalized regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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