The distributionally robust prediction error of the \(\sqrt{\mathrm{LASSO}}\) and related estimators (Q7227012)
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scientific article; zbMATH DE number 8183866
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| English | The distributionally robust prediction error of the \(\sqrt{\mathrm{LASSO}}\) and related estimators |
scientific article; zbMATH DE number 8183866 |
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The distributionally robust prediction error of the \(\sqrt{\mathrm{LASSO}}\) and related estimators (English)
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8 April 2026
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distributional robust optimization
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max-sliced Wasserstein
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out-of-distribution prediction error
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square-root LASSO
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