Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls (Q2896196)
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scientific article; zbMATH DE number 6055600
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| English | Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls |
scientific article; zbMATH DE number 6055600 |
Statements
13 July 2012
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variable selection
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estimation
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oracle inequality
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minimax
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linear regression
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penalized least squares
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linear programming
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Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls (English)
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0.857916533946991
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0.8423546552658081
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0.8204314112663269
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0.8185881972312927
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0.8116576075553894
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