The Dantzig Selector for Diffusion Processes with Covariates (Q4641639)
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scientific article; zbMATH DE number 6870046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dantzig Selector for Diffusion Processes with Covariates |
scientific article; zbMATH DE number 6870046 |
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The Dantzig Selector for Diffusion Processes with Covariates (English)
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18 May 2018
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Dantzig selector
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diffusion process
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high-dimensional and sparse setting
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parametric model
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linear regression
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