The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206): Difference between revisions

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The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
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    The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (English)
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    28 May 2013
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    adaptive Lasso
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    estimation
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    prediction
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    restricted eigenvalue
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    thresholding
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    variable selection
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