STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION

DOI10.1017/S0266466621000347OpenAlexW3188133438MaRDI QIDQ5880808

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Publication date: 6 March 2023

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466621000347

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• A lava attack on the recovery of sums of dense and sparse signals
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• PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
• Asymptotic Statistics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Parametric Empirical Bayes Inference: Theory and Applications
• Regularization and Variable Selection Via the Elastic Net
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