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Estimation and Testing Under Sparsity : École d'Été de Probabilités de Saint-Flour XLV – 2015 /

Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric approach to establishing confidence intervals and tests. Sparsity-inducing methods have proven to be v...

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Bibliographic Details
Main Author: van de Geer, Sara. (Author)
Corporate Author: SpringerLink (Online service)
Format: Online Book
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Series:Lecture Notes in Mathematics, 2159
Online Access:Online version
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