High-dimensional regression and classification under a class of convex loss functions (Q897181)

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High-dimensional regression and classification under a class of convex loss functions
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    High-dimensional regression and classification under a class of convex loss functions (English)
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    17 December 2015
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    convex loss
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    high-dimensional model
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    optimal Bayes rule
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    oracle property
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    weighted \(L_1\) penalty
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