Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
DOI10.1080/07474938.2015.1092797zbMath1491.62056arXiv1312.3525OpenAlexW2239182733MaRDI QIDQ5864505
Anders Bredahl Kock, Mehmet Caner
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.3525
variable selectionnonparametric estimationoracle inequalityLassoelastic netconvex loss functionempirical loss minimization
Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)
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