Global optimality of nonconvex penalized estimators
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Publication:2892089
DOI10.1093/biomet/asr084zbMath1318.62240OpenAlexW2063688752MaRDI QIDQ2892089
Publication date: 18 June 2012
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asr084
regularizationglobal optimalityoracle estimatorminimax concave penaltysmoothly clipped absolute deviation
Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)
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