Nonconcave Penalized Likelihood With NP-Dimensionality
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Publication:5273499
DOI10.1109/TIT.2011.2158486zbMath1365.62277arXiv0910.1119OpenAlexW2133593515WikidataQ35698717 ScholiaQ35698717MaRDI QIDQ5273499
Publication date: 12 July 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.1119
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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