Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection (Q4632659)
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scientific article; zbMATH DE number 7049275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection |
scientific article; zbMATH DE number 7049275 |
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Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection (English)
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30 April 2019
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composite quasi-maximum likelihood estimation
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lasso
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model selection
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non-polynomial dimensionality
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oracle property
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robust statistics
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smoothly clipped absolute deviation
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