On the robustness of the adaptive Lasso to model misspecification (Q2913861)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the robustness of the adaptive Lasso to model misspecification |
scientific article; zbMATH DE number 6085165
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the robustness of the adaptive Lasso to model misspecification |
scientific article; zbMATH DE number 6085165 |
Statements
21 September 2012
0 references
least false parameter
0 references
model misspecification
0 references
oracle property
0 references
penalization
0 references
selection consistency
0 references
shrinkage estimation
0 references
variable selection
0 references
On the robustness of the adaptive Lasso to model misspecification (English)
0 references
0.8129541873931885
0 references
0.793864369392395
0 references
0.7906064987182617
0 references
0.7904548048973083
0 references