High-dimensional grouped folded concave penalized estimation via the LLA algorithm

DOI10.1016/j.jkss.2018.08.006zbMath1411.62188OpenAlexW2890919124MaRDI QIDQ1726165

Yao Wang, Xiao Guo, Hai Zhang

Publication date: 19 February 2019

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2018.08.006

zbMATH Keywords

high-dimensional linear modelslocal linear approximationoracle estimatorfolded concave penaltygrouped variable selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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