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SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models - MaRDI portal

SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376)

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SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models
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    SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (English)
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    5 January 2016
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    empirical process
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    LAD-SCAD estimator
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    oracle property
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    rank correlation screening
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    stochastic equicontinuity
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    variable selection
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