Optimal two-step prediction in regression

DOI10.1214/17-EJS1287zbMath1364.62090arXiv1410.5014MaRDI QIDQ2396353

Didier Chételat, Joseph Salmon, Johannes Lederer

Publication date: 8 June 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5014

zbMATH Keywords

Lassotuning parameter selectionhigh-dimensional prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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