A stepwise regression method and consistent model selection for highdimensional sparse linear models (Q153217)
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scientific article; zbMATH DE number 5970126
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| English | A stepwise regression method and consistent model selection for highdimensional sparse linear models |
scientific article; zbMATH DE number 5970126 |
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21
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4
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October 2011
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10 November 2011
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A stepwise regression method and consistent model selection for high-dimensional sparse linear models (English)
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componentwise linear regression
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greedy algorithm
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high-dimensional information criterion
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Lasso
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oracle property
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inequalities
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sparsity
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0.8154985308647156
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0.8059638738632202
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0.8050271272659302
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0.7995640635490417
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0.7942869067192078
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Ching-Kang Ing
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Tze Leung Lai
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