Publication:5396659
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zbMath1280.62087arXiv0912.1618MaRDI QIDQ5396659
Stéphane Gaïffas, Guillaume Lecué
Publication date: 3 February 2014
Full work available at URL: https://arxiv.org/abs/0912.1618
aggregation; sparsity; Lasso; empirical risk minimization; Lars; empirical process theory; exact oracle inequality
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
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