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Concave group methods for variable selection and estimation in high-dimensional varying coefficient models - MaRDI portal

Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279)

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scientific article; zbMATH DE number 6376271
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Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
scientific article; zbMATH DE number 6376271

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    Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (English)
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    3 December 2014
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    basis expansion
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    group Lasso
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    group MCP
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    high-dimensional data
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    sparsity
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    oracle property
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