Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage and LASSO strategies in high-dimensional heteroscedastic models |
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Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (English)
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22 August 2016
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asymptotic distribution risk
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heteroscedastic models
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HHR estimator
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LASSO
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least squares estimator
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linear regression models
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shrinkage strategies
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