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Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension - MaRDI portal

Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (Q1731372)

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scientific article; zbMATH DE number 7035733
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Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
scientific article; zbMATH DE number 7035733

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    Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension (English)
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    13 March 2019
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    high dimension
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    multicollinearity
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    nonconvex penalties
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    oracle property
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    partially linear additive models
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    ridge regression
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