Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non-convex penalized estimation in high-dimensional models with single-index structure |
scientific article; zbMATH DE number 6052822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-convex penalized estimation in high-dimensional models with single-index structure |
scientific article; zbMATH DE number 6052822 |
Statements
Non-convex penalized estimation in high-dimensional models with single-index structure (English)
0 references
4 July 2012
0 references
high-dimensional variable selection
0 references
minimax concave penalty
0 references
oracle property
0 references
penalized least squares
0 references
SCAD
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references