Isotonic regression meets Lasso (Q668615)

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Isotonic regression meets Lasso
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    title
    Isotonic regression meets Lasso (English)
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    DOI
    10.1214/19-EJS1537
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    author
    Matey Neykov
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    publication date
    19 March 2019
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    Mathematics Subject Classification ID
    62G08
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    62J07
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    62G20
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    zbMATH DE Number
    7038002
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    zbMATH Keywords
    monotone single index models
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    isotonic regression
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    Lasso
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    sparsity
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    high-dimensional statistics
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    Gaussian design
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    prediction
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    minimax nonparametric rate
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    describes a project that uses
    SemiPar
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    scar
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