Parameter estimation and variable selection via ArctanLASSO

DOI10.1360/N012014-00201MaRDI QIDQ5063706zbMATH OpenFDO

Authors Lei Qin, Jing Yang, Benchang Xie

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/N012014-00201

zbMATH Keywords

\(n^{1/2}\) consistencyArctanLASSOoracle propertyparameter estimationvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Variable selection and parameter estimation with the Atan regularization method

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