搜索结果: 1-2 共查到“统计学 Pivotal Estimation”相关记录2条 . 查询时间(0.046 秒)
Pivotal estimation in high-dimensional regression via linear programming
Pivotal estimation high-dimensional regression inear programming
2013/4/28
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge o...
Pivotal Estimation of Nonparametric Functions via Square-root Lasso
pLASSO Pivotal Estimation Square-root Lasso
2011/6/16
In a nonparametric linear regression model we study a variant of LASSO,
called pLASSO, which does not require the knowledge of the scaling parameter σ of the
noise or bounds for it. This work derive...