Parameter estimation and variable selection via ArctanLASSO (Q5063706)
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scientific article; zbMATH DE number 7494424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parameter estimation and variable selection via ArctanLASSO |
scientific article; zbMATH DE number 7494424 |
Statements
Parameter estimation and variable selection via ArctanLASSO (English)
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21 March 2022
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ArctanLASSO
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\(n^{1/2}\) consistency
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oracle property
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parameter estimation
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variable selection
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0.8091450929641724
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0.7576013207435608
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0.7523170709609985
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0.7516252994537354
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0.7425947189331055
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