Isotonic regression meets Lasso
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Publication:668615
DOI10.1214/19-EJS1537zbMath1417.62089OpenAlexW2915696838MaRDI QIDQ668615
Publication date: 19 March 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1550632213
predictionisotonic regressionsparsityhigh-dimensional statisticsLassoGaussian designminimax nonparametric ratemonotone single index models
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
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Cites Work
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