Penalized least squares estimation with weakly dependent data
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Publication:525888
DOI10.1007/s11425-016-0098-xzbMath1367.62211OpenAlexW2552050791MaRDI QIDQ525888
Lei Qi, Xin Tong, Jianqing Fan
Publication date: 5 May 2017
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-016-0098-x
machine learningweakly dependentoracle propertyhigh-dimensional modelpenalized least squaresmodel selection consistency
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