Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253)
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| English | Distributional results for thresholding estimators in high-dimensional Gaussian regression models |
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Distributional results for thresholding estimators in high-dimensional Gaussian regression models (English)
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28 May 2013
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adaptive Lasso
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penalized maximum likelihood
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finite-sample distributions
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asymptotic distributions
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variance estimation
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uniform convergence rate
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high-dimensional model
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oracle property
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variable selection
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0.8405019044876099
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0.8141913414001465
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0.7927590012550354
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0.7802678346633911
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0.7775483131408691
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