Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
type: Item
instance of: scholarly article
title: Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
zbMATH Open document ID: 1055.62078
author: Eitan Greenshtein
author: Yaacov Ritov
published in: Bernoulli
publication date: 2005-02-21T00:00:00Z
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62F30
zbMATH DE Number: 2135428
zbMATH Keywords: consistency
zbMATH Keywords: lasso
zbMATH Keywords: regression
zbMATH Keywords: variable selection
describes a project that uses: PDCO
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1106314846
OpenAlex ID: W2071168995
Wikidata QID: Q105584435
cites work: Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations
cites work: Q4836494
cites work: Statistical modeling: The two cultures. (With comments and a rejoinder).
cites work: How Many Variables Should be Entered in a Regression Equation?
cites work: Atomic decomposition by basis pursuit
cites work: Ideal spatial adaptation by wavelet shrinkage
cites work: Least angle regression. (With discussion)
cites work: The risk inflation criterion for multiple regression
cites work: Robust regression: Asymptotics, conjectures and Monte Carlo
cites work: Functional aggregation for nonparametric regression.
cites work: Asymptotics in statistics: some basic concepts
cites work: Efficient agnostic learning of neural networks with bounded fan-in
cites work: Q3967358
cites work: Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
cites work: The smallest eigenvalue of a large dimensional Wishart matrix
cites work: Q4864293
DOI: 10.3150/BJ/1106314846
description: scientific article; zbMATH DE number 2135428