A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) |
scientific article |
Statements
10 February 2010
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dimensionality reduction
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folded-concave penalty
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high dimensionality
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LASSO
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model selection
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oracle property
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penalized least squares
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penalized likelihood
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SCAD
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sure independence screening
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sure screening
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variable selection
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math.ST
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stat.TH
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