Quadratic approximation on SCAD penalized estimation

DOI10.1016/j.csda.2010.05.009zbMath1247.62107OpenAlexW1987031080MaRDI QIDQ452598

Sunghoon Kwon, Hosik Choi, Yongdai Kim

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.009

zbMATH Keywords

variable selectionquadratic approximationSCADpenalized approach

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items

Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization, Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters, Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters

Uses Software

• LASSO

Cites Work

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• L 1-Regularization Path Algorithm for Generalized Linear Models
• Smoothly Clipped Absolute Deviation on High Dimensions
• Tuning parameter selectors for the smoothly clipped absolute deviation method