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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English | 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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