Oracle inequalities for high dimensional vector autoregressions (Q494169): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6477031 / rank | |||
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VAR | |||
| Property / zbMATH Keywords: VAR / rank | |||
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Lasso | |||
| Property / zbMATH Keywords: Lasso / rank | |||
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adaptive Lasso | |||
| Property / zbMATH Keywords: adaptive Lasso / rank | |||
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oracle inequality | |||
| Property / zbMATH Keywords: oracle inequality / rank | |||
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high-dimensional data | |||
| Property / zbMATH Keywords: high-dimensional data / rank | |||
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Revision as of 23:33, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Oracle inequalities for high dimensional vector autoregressions |
scientific article |
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Oracle inequalities for high dimensional vector autoregressions (English)
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31 August 2015
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VAR
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Lasso
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adaptive Lasso
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oracle inequality
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high-dimensional data
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