SCAD-Ridge Penalized Likelihood Estimators for Ultra-high Dimensional Models

DOI10.15672/HJMS.201612518375zbMath1409.62110MaRDI QIDQ4626816

Lixin Song, Muhammad Amin, Ying Dong

Publication date: 6 March 2019

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationvariable selectionoracle propertyultra-high dimensionSCAD Ridge penalization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

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