On the adaptive elastic net with a diverging number of parameters

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Publication:2388979

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DOI10.1214/08-AOS625zbMath1168.62064arXiv0908.1836WikidataQ40349223 ScholiaQ40349223MaRDI QIDQ2388979

Publication date: 22 July 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1836

zbMATH Keywords

model selection high dimensionality oracle property shrinkage methods elastic-net adaptive regularization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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