Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (Q6083206)

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scientific article; zbMATH DE number 7757624
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Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables
scientific article; zbMATH DE number 7757624

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    Automatic selection by penalized asymmetric <i> L <sub>q</sub> </i> -norm in a high-dimensional model with grouped variables (English)
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    31 October 2023
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    expectile
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    asymmetric \(L_q\)-norm
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    grouped variables
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    high-dimension
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    oracle properties
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