Weak Convergence of the Regularization Path in Penalized M-Estimation (Q3103136)
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English | Weak Convergence of the Regularization Path in Penalized M-Estimation |
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Weak Convergence of the Regularization Path in Penalized M-Estimation (English)
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26 November 2011
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Akaike information criterion (AIC)
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lasso
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pathwise argmin theorem
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penalized M-estimation
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regularization path
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weak convergence
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