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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...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2018
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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 |