The sparsity and bias of the LASSO selection in high-dimensional linear regression (Q939654)

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The sparsity and bias of the LASSO selection in high-dimensional linear regression
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    The sparsity and bias of the LASSO selection in high-dimensional linear regression (English)
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    28 August 2008
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    penalized regression
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    high-dimensional data
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    variable selection
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    bias
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    rate consistency
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    spectral analysis
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    random matrices
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