Variable selection in high-dimensional linear model with possibly asymmetric or heavy-tailed errors

DOI10.1016/J.CSDA.2020.107112zbMath1510.62293arXiv1812.03121MaRDI QIDQ6310886

Gabriela Ciuperca

Publication date: 7 December 2018

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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