Penalized regression with multiple loss functions and variable selection by voting

DOI10.5705/SS.202022.0391MaRDI QIDQ6841362zbMATH OpenFDO

Authors Guorong Dai, Ursula U. Müller, Raymond J. Carroll

Publication date 20 March 2026

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0391

zbMATH Keywords

high dimensional datalinear modelmodel selection consistencysparse estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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