Asymptotic properties for combined L1 and concave regularization

DOI10.1093/biomet/ast047zbMath1285.62074arXiv1605.03335OpenAlexW2037827207MaRDI QIDQ5410311

Jinchi Lv, Yingying Fan

Publication date: 16 April 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03335

zbMATH Keywords

predictionvariable selectionglobal optimumlasso penaltyconcave penalty

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15)

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