The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods

DOI10.1214/11-EJS638zbMath1274.62443arXiv1003.4885MaRDI QIDQ1952223

Sara van de Geer, Mohamed Hebiri

Publication date: 28 May 2013

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

Full work available at URL: https://arxiv.org/abs/1003.4885

zbMATH Keywords

high-dimensional data; variable selection; sparsity; Lasso; elastic-net; restricted eigenvalues; LARS algorithm

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62H20: Measures of association (correlation, canonical correlation, etc.)

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