The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769)
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scientific article; zbMATH DE number 7659651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models |
scientific article; zbMATH DE number 7659651 |
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The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (English)
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6 March 2023
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desparsified lasso
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focused information criterion
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generalized linear models
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high-dimensional asymptotics
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nodewise regression
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robust estimation
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