Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (Q4606963)
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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 |
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Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (English)
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9 March 2018
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high-dimensional linear model
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square-root Lasso
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\(\alpha\)-mixing
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\(\rho\)-mixing
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\(\varphi\)-mixing
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\(m\)-dependent
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estimation consistency
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