High-dimensional additive modeling

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Publication:1043712

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DOI10.1214/09-AOS692zbMath1360.62186arXiv0806.4115OpenAlexW2093994886MaRDI QIDQ1043712

Lukas Meier, Sara van de Geer, Peter Bühlmann

Publication date: 9 December 2009

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

Full work available at URL: https://arxiv.org/abs/0806.4115

zbMATH Keywords

model selection nonparametric regression sparsity group Lasso oracle inequality penalized likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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