Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055): Difference between revisions
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English | Confidence sets based on penalized maximum likelihood estimators in Gaussian regression |
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Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (English)
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27 May 2013
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penalized maximum likelihood
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penalized least squares
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Lasso
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adaptive Lasso
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hard-thresholding
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soft-thresholding
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confidence set
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coverage probability
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sparsity
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model selection
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