Isotonic regression meets Lasso
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Publication:668615
DOI10.1214/19-EJS1537zbMath1417.62089MaRDI QIDQ668615
Publication date: 19 March 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1550632213
prediction; isotonic regression; sparsity; high-dimensional statistics; Lasso; Gaussian design; minimax nonparametric rate; monotone single index models
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62G20: Asymptotic properties of nonparametric inference
Uses Software