Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space

DOI10.1080/01621459.2013.803972OpenAlexW3103645229MaRDI QIDQ2861817

Yingying Fan, Jinchi Lv

Publication date: 11 November 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03310

zbMATH Keywords

global minimizergeneral penalty functionshigh-dimensional prediction and variable selection

Mathematics Subject Classification ID

Statistics (62-XX)

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