scientific article; zbMATH DE number 6276172
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Publication:5405179
zbMath1435.62093MaRDI QIDQ5405179
Publication date: 1 April 2014
Full work available at URL: http://www.jmlr.org/papers/v13/xue12a.html
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model selectionoracle propertydifference convex programmingnonparametric function\(L_0\)-regularizationcoordinate decent algorithmlarge-\(p\) small-\(n\)truncated L1 penalty
Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)
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