Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253): Difference between revisions

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Distributional results for thresholding estimators in high-dimensional Gaussian regression models
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    Distributional results for thresholding estimators in high-dimensional Gaussian regression models (English)
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    28 May 2013
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    adaptive Lasso
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    penalized maximum likelihood
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    finite-sample distributions
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    asymptotic distributions
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    variance estimation
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    uniform convergence rate
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    high-dimensional model
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    oracle property
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    variable selection
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