Rejoinder

DOI10.1007/s13171-017-0112-8zbMath1380.62086OpenAlexW4244742154MaRDI QIDQ5915800

Martin J. Wainwright, Sara van de Geer

Publication date: 5 January 2018

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-017-0112-8

zbMATH Keywords

empirical risk minimization

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• Bounds on the prediction error of penalized least squares estimators with convex penalty
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

This page was built for publication: Rejoinder