An analysis of penalized interaction models

DOI10.3150/15-BEJ715zbMath1360.62392arXiv1603.09138MaRDI QIDQ282572

Chenlei Leng, Jun-Long Zhao

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.09138

zbMATH Keywords

convergence ratehigh-dimensionalitylassohierarchical variable selectioninteraction modelsrestricted eigenvalue condition

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Variable selection and structure identification for varying coefficient Cox models

Uses Software

• hierNet

Cites Work

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