Weak convergence of the regularization path in penalized M-estimation (Q3103136)
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: Weak convergence of the regularization path in penalized M-estimation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak convergence of the regularization path in penalized M-estimation |
scientific article |
Statements
Weak Convergence of the Regularization Path in Penalized M-Estimation (English)
0 references
26 November 2011
0 references
Akaike information criterion (AIC)
0 references
lasso
0 references
pathwise argmin theorem
0 references
penalized M-estimation
0 references
regularization path
0 references
weak convergence
0 references
0.7475184798240662
0 references
0.7416642308235168
0 references
0.7261940836906433
0 references
0.7104401588439941
0 references
0.7086766958236694
0 references