On the behavior of the risk of a Lasso-type estimator (Q5283086)
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scientific article; zbMATH DE number 6748448
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| English | On the behavior of the risk of a Lasso-type estimator |
scientific article; zbMATH DE number 6748448 |
Statements
On the Behavior of the Risk of a LASSO-Type Estimator (English)
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18 July 2017
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shrinkage estimation
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high-dimensional inference
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linear models
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SVD
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MSE
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0.7838404178619385
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0.7485283613204956
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0.7338858842849731
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0.732469916343689
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0.7315882444381714
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