Adaptive estimation with soft thresholding penalties

• 1 November 2002
• journal article
• Published by Wiley in Statistica Neerlandica
• Vol. 56  (4) , 453-478
• https://doi.org/10.1111/1467-9574.t01-1-00212

Abstract

Keywords

• ADAPTIVE ESTIMATION
• EMPIRICAL PROCESS
• PENALTY
• RATE OF CONVERGENCE
• REGRESSION
• SOFT THRESHOLDING