Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver

DOI10.4310/SII.2019.v12.n4.a9OpenAlexW2964096559MaRDI QIDQ2314052

Yanyan Li

Publication date: 19 July 2019

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2019.v12.n4.a9

zbMATH Keywords

oracle propertybi-level selectionoracle inequalityindex trackingnonnegative hierarchical Lasso

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Penalized and constrained LAD estimation in fixed and high dimension

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