Estimation in high-dimensional linear models with deterministic design matrices
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Publication:447831
DOI10.1214/12-AOS982zbMath1273.62177arXiv1206.0847OpenAlexW3101248422MaRDI QIDQ447831
Publication date: 29 August 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.0847
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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