SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models |
scientific article |
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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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