The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206)
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scientific article; zbMATH DE number 6166840
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| English | The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) |
scientific article; zbMATH DE number 6166840 |
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The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (English)
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28 May 2013
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adaptive Lasso
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estimation
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prediction
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restricted eigenvalue
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thresholding
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variable selection
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0.8001760840415955
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0.7860202789306641
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0.7848407626152039
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0.7785654067993164
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0.7722099423408508
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