Variable Selection in Sparse Regression with Quadratic Measurements

DOI10.5705/ss.202015.0335zbMath1394.62091OpenAlexW2592466490MaRDI QIDQ4571203

Jun Fan, Liqun Wang, Lingchen Kong, Nai-Hua Xiu

Publication date: 6 July 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f53fc01a1c1bcb2901fc7383ecd6775e8025bd3b

zbMATH Keywords

moderate deviationsparsityoptimization algorithmweak oracle property\(\ell_q\)-regularization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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