Consistent tuning parameter selection in high dimensional sparse linear regression

DOI10.1016/j.jmva.2011.03.007zbMath1216.62103OpenAlexW2078536949MaRDI QIDQ548648

Tao Wang, Li Xing Zhu

Publication date: 29 June 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.007

zbMATH Keywords

Bayesian information criterionhigh dimensionalityvariable selectionsure independence screeningadaptive elastic net

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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