Penalized and constrained LAD estimation in fixed and high dimension. | Stat Pap (Berl);63(1): 53-95, 2022. | MEDLINE

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Penalized and constrained LAD estimation in fixed and high dimension.

Wu, Xiaofei; Liang, Rongmei; Yang, Hu.

Wu X; College of Mathematics and Statistics, Chongqing University, Chongqing, 401331 People's Republic of China.
Liang R; College of Mathematics and Statistics, Chongqing University, Chongqing, 401331 People's Republic of China.
Yang H; College of Mathematics and Statistics, Chongqing University, Chongqing, 401331 People's Republic of China.

Stat Pap (Berl) ; 63(1): 53-95, 2022.

Article en En | MEDLINE | ID: mdl-33814727

Palabras clave

ADMM; High dimensional regression; LADLasso; Linear constraints; Oracle property; Variable selection

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Texto completo: 1 Banco de datos: MEDLINE Idioma: En Año: 2022 Tipo del documento: Article

Search on Google

Texto completo: 1 Banco de datos: MEDLINE Idioma: En Año: 2022 Tipo del documento: Article