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Non-convex penalized estimation in high-dimensional models with single-index structure - MaRDI portal

Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323)

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scientific article; zbMATH DE number 6052822
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Non-convex penalized estimation in high-dimensional models with single-index structure
scientific article; zbMATH DE number 6052822

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    Non-convex penalized estimation in high-dimensional models with single-index structure (English)
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    4 July 2012
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    high-dimensional variable selection
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    minimax concave penalty
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    oracle property
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    penalized least squares
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    SCAD
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