Adaptive estimation with partially overlapping models
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Publication:3465103
DOI10.5705/ss.2014.233zbMath1419.62044WikidataQ36603510 ScholiaQ36603510MaRDI QIDQ3465103
Jason P. Fine, Yu Feng Liu, Sunyoung Shin
Publication date: 28 January 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2014.233
overlapping; penalization; model selection; sparsity; oracle property; Lasso; composite loss function
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F10: Point estimation
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