Modified SCAD penalty for constrained variable selection problems (Q1731229)
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scientific article; zbMATH DE number 7035592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified SCAD penalty for constrained variable selection problems |
scientific article; zbMATH DE number 7035592 |
Statements
Modified SCAD penalty for constrained variable selection problems (English)
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13 March 2019
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M-estimation
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diverging number of parameters
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SCAD
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GCV
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oracle property
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generalized linear models
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0.87886953
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0.86545324
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0.8624728
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0.85386306
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0.85043806
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0.84660834
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0.84597814
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