Greedy variance estimation for the LASSO
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Publication:2019914
DOI10.1007/s00245-019-09561-6zbMath1464.62348arXiv1803.10878OpenAlexW2963160388WikidataQ128217785 ScholiaQ128217785MaRDI QIDQ2019914
Rachel Ward, Christopher A. Kennedy
Publication date: 22 April 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.10878
Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)
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