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Hard thresholding regression

Qiang Sun1, Bai Jiang2, Hongtu Zhu3

  • 1Department of Statistical Sciences, University of Toronto, Toronto, ON, Canada.

Scandinavian Journal of Statistics, Theory and Applications
|October 19, 2020
PubMed

Keywords:
Lassobest subset selectionlinear programmingoracle propertysparsityvariable selection

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