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Estimation and Selection via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications

The ℓ(1)-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of high-dimensional statistical problems. In this article, we consider...

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Autors principals: Huang, Jian, Zhang, Cun-Hui
Format: Artigo
Idioma:Inglês
Publicat: 2012
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3860326/
https://ncbi.nlm.nih.gov/pubmed/24348100
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