On the finite-sample analysis of \(\Theta\)-estimators
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Publication:5899659
DOI10.1214/15-EJS1100zbMath1329.62328MaRDI QIDQ5899659
Publication date: 21 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1453298265
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)
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