Lasso-type recovery of sparse representations for high-dimensional data

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Publication:1002157

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DOI10.1214/07-AOS582zbMath1155.62050arXiv0806.0145OpenAlexW3106266785WikidataQ105584243 ScholiaQ105584243MaRDI QIDQ1002157

Bin Yu, Nicolai Meinshausen

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.0145

zbMATH Keywords

shrinkage estimation sparsity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

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