The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods

DOI10.1214/11-EJS638zbMath1274.62443arXiv1003.4885MaRDI QIDQ1952223

Sara van de Geer, Mohamed Hebiri

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4885

zbMATH Keywords

high-dimensional datavariable selectionsparsityLassoelastic-netrestricted eigenvaluesLARS algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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