High-dimensional regression with unknown variance
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Publication:5965306
DOI10.1214/12-STS398zbMath1331.62346arXiv1109.5587MaRDI QIDQ5965306
Christophe Giraud, Sylvie Huet, Nicolas Verzelen
Publication date: 3 March 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5587
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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