Double fused Lasso regularized regression with both matrix and vector valued predictors
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Publication:2044365
DOI10.1214/21-EJS1829zbMath1471.62278OpenAlexW3158858861MaRDI QIDQ2044365
Lingchen Kong, Mei Li, Zhihua Su
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-ejs1829
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Convex programming (90C25)
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