Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression

DOI10.1214/23-ejs2184arXiv1903.12414OpenAlexW4283758345MaRDI QIDQ6144429

Angelina Roche

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.12414

zbMATH Keywords

model selectionvariable selectionfunctional data analysisLassoprojection estimatorsmultivariate functional linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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