Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
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Publication:2125484
DOI10.1007/s11749-021-00779-7zbMath1484.62096arXiv1904.04664OpenAlexW3172378359MaRDI QIDQ2125484
Publication date: 14 April 2022
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.04664
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Uses Software
Cites Work
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