Selection of variables and dimension reduction in high-dimensional non-parametric regression

DOI10.1214/08-EJS327zbMath1320.62085arXiv0811.1115MaRDI QIDQ1951796

Guillaume Lecué, Karine Bertin

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.1115

zbMATH Keywords

dimension reduction; Lasso; high dimension

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

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