Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6589304 / rank | |||
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oracle property | |||
| Property / zbMATH Keywords: oracle property / rank | |||
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sparsity | |||
| Property / zbMATH Keywords: sparsity / rank | |||
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penalized maximum likelihood | |||
| Property / zbMATH Keywords: penalized maximum likelihood / rank | |||
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penalized least squares | |||
| Property / zbMATH Keywords: penalized least squares / rank | |||
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Hodges' estimator | |||
| Property / zbMATH Keywords: Hodges' estimator / rank | |||
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SCAD | |||
| Property / zbMATH Keywords: SCAD / rank | |||
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Lasso | |||
| Property / zbMATH Keywords: Lasso / rank | |||
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bridge estimator | |||
| Property / zbMATH Keywords: bridge estimator / rank | |||
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hard-thresholding | |||
| Property / zbMATH Keywords: hard-thresholding / rank | |||
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maximal risk | |||
| Property / zbMATH Keywords: maximal risk / rank | |||
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maximal absolute bias | |||
| Property / zbMATH Keywords: maximal absolute bias / rank | |||
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nonuniform limits | |||
| Property / zbMATH Keywords: nonuniform limits / rank | |||
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Revision as of 20:46, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse estimators and the oracle property, or the return of Hodges' estimator |
scientific article |
Statements
Sparse estimators and the oracle property, or the return of Hodges' estimator (English)
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3 June 2016
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oracle property
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sparsity
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penalized maximum likelihood
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penalized least squares
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Hodges' estimator
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SCAD
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Lasso
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bridge estimator
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hard-thresholding
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maximal risk
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maximal absolute bias
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nonuniform limits
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