Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (Q2861817)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space |
scientific article |
Statements
Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space (English)
0 references
11 November 2013
0 references
general penalty functions
0 references
global minimizer
0 references
high-dimensional prediction and variable selection
0 references
0 references
0 references
0 references