most citedAsymptotic distribution and sparsistency for l1-penalized parametric M-estimators with applications to linear SVM and logistic regression

20 citations · 20 across the 1 of their papers we have counts for

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1 paper

math.ST2009★ 20 cited

Asymptotic distribution and sparsistency for l1-penalized parametric M-estimators with applications to linear SVM and logistic regression

Guilherme V. Rocha, Xing Wang, Bin Yu

Since its early use in least squares regression problems, the l1-penalization framework for variable selection has been employed in conjunction with a wide range of loss functions…