Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (Q6083206)
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scientific article; zbMATH DE number 7757624
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables |
scientific article; zbMATH DE number 7757624 |
Statements
Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (English)
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31 October 2023
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expectile
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asymmetric \(L_q\)-norm
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grouped variables
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high-dimension
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oracle properties
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0.8658318
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0.86237943
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0.86030054
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0.85100704
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0.84781015
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0.8466275
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0.84567297
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0.84364164
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0.84300107
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