Moment convergence of regularized least-squares estimator for linear regression model

DOI10.1007/s10463-016-0577-6zbMath1382.62038OpenAlexW2512231315MaRDI QIDQ1680803

Yusuke Shimizu

Publication date: 16 November 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2324/1474904

zbMATH Keywords

sparse estimationmoment convergencelarge deviation inequalityregularized least-squares estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Large deviations (60F10)

Related Items (1)

Partial quasi-likelihood analysis

Cites Work

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