Efficient penalized estimation for linear regression model (Q5265841)
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scientific article; zbMATH DE number 6467439
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| English | Efficient penalized estimation for linear regression model |
scientific article; zbMATH DE number 6467439 |
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Efficient Penalized Estimation for Linear Regression Model (English)
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29 July 2015
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GMM
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LASSO
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oracle property
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penalized least squares
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SCAD
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shrinkage
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0.7667786478996277
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0.7638458013534546
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0.7529677748680115
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0.7467072010040283
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