On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
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Publication:1679561
DOI10.1016/j.jmva.2017.08.005zbMath1381.62108OpenAlexW2756471043MaRDI QIDQ1679561
Liangyuan Liu, Xin Xin, Jian-Hua Hu
Publication date: 9 November 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2017.08.005
oracle propertygroup variable selectionmultivariate linear regressiongeneralized adaptive elastic-net
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