Concentration behavior of the penalized least squares estimator

DOI10.1111/stan.12123arXiv1511.08698OpenAlexW2963652843MaRDI QIDQ6089165

Alan Muro, Sara van de Geer

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.08698

zbMATH Keywords

concentration inequalitiesregularized least squaresstatistical trade-off

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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