Square-root Lasso for high-dimensional sparse linear systems with weakly dependent errors (Q4606963)
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scientific article; zbMATH DE number 6848865
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| English | Square-root Lasso for high-dimensional sparse linear systems with weakly dependent errors |
scientific article; zbMATH DE number 6848865 |
Statements
Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors (English)
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9 March 2018
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high-dimensional linear model
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square-root Lasso
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\(\alpha\)-mixing
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\(\rho\)-mixing
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\(\varphi\)-mixing
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\(m\)-dependent
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estimation consistency
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0.8169618844985962
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0.7932609915733337
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0.7557821869850159
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0.7489390969276428
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