Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (Q4606963): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:07, 7 February 2024
scientific article; zbMATH DE number 6848865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors |
scientific article; zbMATH DE number 6848865 |
Statements
Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (English)
0 references
9 March 2018
0 references
high-dimensional linear model
0 references
square-root Lasso
0 references
\(\alpha\)-mixing
0 references
\(\rho\)-mixing
0 references
\(\varphi\)-mixing
0 references
\(m\)-dependent
0 references
estimation consistency
0 references
