Fitting sparse linear models under the sufficient and necessary condition for model identification

DOI10.1016/j.spl.2020.108925zbMath1456.62143OpenAlexW3084050243MaRDI QIDQ826666

Lican Kang, Jian Huang, Yu Ling Jiao, Yan Yan Liu

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108925

zbMATH Keywords

identifiabilityoracle inequalitysupport recovery\( \ell_0\)-penaltysparse linear model

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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