High-Dimensional Censored Regression via the Penalized Tobit Likelihood (Q6150365)

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scientific article; zbMATH DE number 7813845
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High-Dimensional Censored Regression via the Penalized Tobit Likelihood
scientific article; zbMATH DE number 7813845

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    High-Dimensional Censored Regression via the Penalized Tobit Likelihood (English)
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    6 March 2024
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    censored regression
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    coordinate descent
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    folded concave penalty
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    high dimensions
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    strong oracle property
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    Tobit model
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