A systematic review on model selection in high-dimensional regression (Q1726155)
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scientific article; zbMATH DE number 7025729
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| English | A systematic review on model selection in high-dimensional regression |
scientific article; zbMATH DE number 7025729 |
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A systematic review on model selection in high-dimensional regression (English)
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19 February 2019
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model selection
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penalized methods
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Lasso
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SCAD
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high dimensional regression models
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general convex loss
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quadratic margin condition
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high level conditions
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model selection consistency
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oracle property
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linear regression
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quantile regression
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0.8145273327827454
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0.7839508056640625
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0.7826976180076599
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0.7671677470207214
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