Least squares estimation with complexity penalties

zbMath1005.62043MaRDI QIDQ1856454

Sara van de Geer

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

entropymodel selectionpenalized least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (18)

Least angle regression. (With discussion) ⋮ Adaptive penalized M-estimation with current status data ⋮ Orthogonal series estimates on strong spatial mixing data ⋮ The Lasso with structured design and entropy of (absolute) convex hulls ⋮ Laplace priors and spatial inhomogeneity in Bayesian inverse problems ⋮ Imputed quantile tensor regression for near-sited spatial-temporal data ⋮ Pricing of American options in discrete time using least squares estimates with complexity penalties ⋮ Extensions of smoothing via taut strings ⋮ The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) ⋮ Confidence sets in sparse regression ⋮ Multivariate orthogonal series estimates for random design regression ⋮ Robust low-rank matrix estimation ⋮ Quasi-likelihood and/or robust estimation in high dimensions ⋮ Consistencies and rates of convergence of jump-penalized least squares estimators ⋮ Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems ⋮ Smooth functions and local extreme values ⋮ Total variation regularized Fréchet regression for metric-space valued data ⋮ Robust semiparametric M-estimation and the weighted bootstrap

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