Moment convergence of regularized least-squares estimator for linear regression model
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Publication:1680803
DOI10.1007/s10463-016-0577-6zbMath1382.62038MaRDI QIDQ1680803
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
sparse estimation; moment convergence; large deviation inequality; regularized least-squares estimation