关于参数数量发散的多元线性回归中广义自适应弹性网的Oracle性质

On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters

Journal of Multivariate Analysis · 2017
被引 18
ABS 3
计量经济学高维统计变量选择正则化方法多元回归