SCAD penalized rank regression with a diverging number of parameters (Q476249): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2014.09.014 / rank
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Latest revision as of 18:34, 9 December 2024

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SCAD penalized rank regression with a diverging number of parameters
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    SCAD penalized rank regression with a diverging number of parameters (English)
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    28 November 2014
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    high dimensionality
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    model selection
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    oracle property
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    rank regression
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    robust estimation
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    SCAD
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