High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887)
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scientific article; zbMATH DE number 6320296
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| English | High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood |
scientific article; zbMATH DE number 6320296 |
Statements
High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (English)
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24 July 2014
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high-dimensional data
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penalized normal likelihood
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sign recovery
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mean squared error
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consistency
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0.7568996548652649
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0.745986819267273
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0.7420583367347717
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0.736804187297821
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0.7351377606391907
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