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Selection consistency of Lasso-based procedures for misspecified high-dimensional binary model and random regressors.
Mariusz Kubkowski
Jan Mielniczuk
Published in:
CoRR (2019)
Keyphrases
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high dimensional
statistical model
mathematical model
computational model
probabilistic model
analytical model
high level
prior knowledge
management system
decision trees
objective function
support vector machine
least squares
selection mechanism
heavy tailed