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VOL. 55 | 2007 On non-asymptotic bounds for estimation in generalized linear models with highly correlated design
Sara A. van de Geer

Editor(s) Eric A. Cator, Geurt Jongbloed, Cor Kraaikamp, Hendrik P. Lopuhaä, Jon A. Wellner

Abstract

We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without relying on the chaining technique and/or the peeling device.

Information

Published: 1 January 2007
First available in Project Euclid: 4 December 2007

zbMATH: 1176.62071
MathSciNet: MR2459935

Digital Object Identifier: 10.1214/074921707000000319

Subjects:
Primary: 62G08

Rights: Copyright © 2007, Institute of Mathematical Statistics

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