A stepwise regression method and consistent model selection for high-dimensional sparse linear models (Q153217)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stepwise regression method and consistent model selection for high-dimensional sparse linear models |
scientific article |
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October 2011
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10 November 2011
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A stepwise regression method and consistent model selection for high-dimensional sparse linear models (English)
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componentwise linear regression
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greedy algorithm
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high-dimensional information criterion
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Lasso
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oracle property
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inequalities
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sparsity
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