Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138)

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scientific article; zbMATH DE number 7037214
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Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
scientific article; zbMATH DE number 7037214

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    Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (English)
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    18 March 2019
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    generalized linear model
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    penalized likelihood estimation
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    oracle property
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    SCAD penalty
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    selection consistency
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