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M-estimation in high-dimensional linear model

We mainly study the M-estimation method for the high-dimensional linear regression model and discuss the properties of the M-estimator when the penalty term is a local linear approximation. In fact, the M-estimation method is a framework which covers the methods of the least absolute deviation, the...

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Detalles Bibliográficos
Autores principales: Wang, Kai, Zhu, Yanling
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6132379/
https://www.ncbi.nlm.nih.gov/pubmed/30839615
http://dx.doi.org/10.1186/s13660-018-1819-3