Asymptotic distribution and sparsistency for l1-penalized parametric M-estimators with applications to linear SVM and logistic regression

arXiv0908.1940MaRDI QIDQ6215031

Guilherme Rocha, Xing Wang, Bin Yu

Publication date: 13 August 2009

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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