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SCAD-penalized regression in high-dimensional partially linear models - MaRDI portal

SCAD-penalized regression in high-dimensional partially linear models (Q1020975)

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SCAD-penalized regression in high-dimensional partially linear models
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    SCAD-penalized regression in high-dimensional partially linear models (English)
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    4 June 2009
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    asymptotic normality
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    high-dimensional data
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    oracle property
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    penalized estimation
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    semiparametric models
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    variable selection
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