Quantile universal threshold
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Publication:131212
DOI10.1214/17-ejs1366zbMath1384.62258arXiv1511.05433OpenAlexW2769014592MaRDI QIDQ131212
Caroline Giacobino, Nick Hengartner, Sylvain Sardy, Jairo Diaz-Rodriguez, Caroline Giacobino, Nick Hengartner, Sylvain Sardy, Jairo Diaz-Rodriguez
Publication date: 1 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.05433
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)
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