Parameter estimation and variable selection via ArctanLASSO

DOI10.1360/N012014-00201zbMATH Open1499.62247MaRDI QIDQ5063706

Jing Yang, Benchang Xie, Lei Qin

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

parameter estimationvariable selectionoracle property\(n^{1/2}\) consistencyArctanLASSO

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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