High-dimensional, robust, heteroscedastic variable selection with the adaptive LASSO, and applications to random coefficient regression
In this thesis, theoretical results for the adaptive LASSO in high-dimensional, sparse linear regression models with potentially heavy-tailed and heteroscedastic errors are developed. In doing so, the empirical pseudo Huber loss is considered as loss function and the main focus is sign-consistency o...
में बचाया:
मुख्य लेखक: | |
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अन्य लेखक: | |
स्वरूप: | Dissertation |
भाषा: | अंग्रेज़ी |
प्रकाशित: |
Philipps-Universität Marburg
2021
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विषय: | |
ऑनलाइन पहुंच: | पीडीएफ पूर्ण पाठ |
टैग: |
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