Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055): Difference between revisions

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Property / arXiv ID: 0806.1652 / rank
 
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Latest revision as of 09:30, 30 July 2024

scientific article
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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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