M-estimation in high-dimensional linear model
Abstract 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 deviat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-08-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1819-3 |