A systematic review on model selection in high-dimensional regression (Q1726155)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A systematic review on model selection in high-dimensional regression |
scientific article |
Statements
A systematic review on model selection in high-dimensional regression (English)
0 references
19 February 2019
0 references
model selection
0 references
penalized methods
0 references
Lasso
0 references
SCAD
0 references
high dimensional regression models
0 references
general convex loss
0 references
quadratic margin condition
0 references
high level conditions
0 references
model selection consistency
0 references
oracle property
0 references
linear regression
0 references
quantile regression
0 references
