This article is interested in estimating parameters of the linear regression model in a high-dimensional setting, i.e. with a large number of regressors. The lasso estimator does not possess high r...

中文翻译：

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线性回归中的正则化最小加权二乘估计器

本文感兴趣的是在高维设置（即具有大量回归量）中估计线性回归模型的参数。套索估计器不具备高...