Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547455 | Journal of Statistical Planning and Inference | 2016 | 25 Pages |
Abstract
Using non-asymptotic estimation results stated for the Lasso estimator of the regression parameter, we establish a non-asymptotic oracle inequality for this penalized contrast estimator of the baseline function, which highlights the discrepancy of the rate of convergence when the dimension of the covariates increases.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Agathe Guilloux, Sarah Lemler, Marie-Luce Taupin,