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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    On the behavior of the risk of a Lasso-type estimator
    scientific article; zbMATH DE number 6748448

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      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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