Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253): Difference between revisions
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Revision as of 06:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional results for thresholding estimators in high-dimensional Gaussian regression models |
scientific article |
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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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