Modified SCAD penalty for constrained variable selection problems
type: Item
instance of: scholarly article
title: Modified SCAD penalty for constrained variable selection problems
zbMATH Open document ID: 1486.62204
author: Chi Tim Ng
author: Chi Wai Yu
published in: Statistical Methodology
publication date: 2019-03-13T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 7035592
zbMATH Keywords: M-estimation
zbMATH Keywords: diverging number of parameters
zbMATH Keywords: SCAD
zbMATH Keywords: GCV
zbMATH Keywords: oracle property
zbMATH Keywords: generalized linear models
describes a project that uses: MEMSS
describes a project that uses: S-PLUS
MaRDI profile type: Publication
full work available at URL: j.stamet.2014.05.001
OpenAlex ID: W2029272185
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DOI: 10.1016/J.STAMET.2014.05.001
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description: scientific article; zbMATH DE number 7035592