Automatic selection by penalized asymmetric L q -norm in a high-dimensional model with grouped variables

DOI10.1080/02331888.2023.2256948arXiv2203.06067OpenAlexW4386641360MaRDI QIDQ6083206

Unnamed Author, Gabriela Ciuperca

Publication date: 31 October 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.06067

zbMATH Keywords

high-dimensionexpectileoracle propertiesgrouped variablesasymmetric \(L_q\)-norm

Mathematics Subject Classification ID

Statistics (62-XX)

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