The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654)
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English | The sparsity and bias of the LASSO selection in high-dimensional linear regression |
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The sparsity and bias of the LASSO selection in high-dimensional linear regression (English)
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28 August 2008
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penalized regression
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high-dimensional data
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variable selection
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bias
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rate consistency
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spectral analysis
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random matrices
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