High-dimensional regression and classification under a class of convex loss functions (Q897181)
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scientific article; zbMATH DE number 6521701
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| English | High-dimensional regression and classification under a class of convex loss functions |
scientific article; zbMATH DE number 6521701 |
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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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0.8198152184486389
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0.7878229022026062
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0.7847933173179626
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0.7843967080116272
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0.7819207310676575
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