Consistency of the Elastic Net under a finite second moment assumption on the noise
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DOI: 10.1016/j.jspi.2019.04.007
Abstract: Abstract Elastic Net regularization is a powerful tool to do prediction as well as variable selection. De Mol et al. (2009) developed a theoretical framework to analyse the Elastic Net and proved important properties as… read more here.
Keywords: assumption noise; moment assumption; finite second; consistency elastic ... See more keywords