Nearly unbiased variable selection under minimax concave penalty (Q117379): Difference between revisions

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@@ Property / DOI @@
+.1214/09-AOS729
@@ Property / DOI: 10.1214/09-AOS729 / rank @@
+Normal rank
@@ Property / publication date @@
+March 2010Timestamp +2010-03-24T00:00:00Z
Timezone +00:00
Calendar Gregorian
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++2010-03-24T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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@@ Property / publication date: 24 March 2010 / rank @@
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@@ Property / author @@
+Cun-Hui Zhang
@@ Property / author: Cun-Hui Zhang / rank @@
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@@ Property / title @@
+Nearly unbiased variable selection under minimax concave penalty (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62120
@@ Property / zbMATH Open document ID: 1183.62120 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://arxiv.org/abs/1002.4734
@@ Property / full work available at URL: https://arxiv.org/abs/1002.4734 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C60
@@ Property / Mathematics Subject Classification ID: 65C60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
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@@ Property / zbMATH DE Number @@
+5686523
@@ Property / zbMATH DE Number: 5686523 / rank @@
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@@ Property / zbMATH Keywords @@
+variable selection
@@ Property / zbMATH Keywords: variable selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model selection
@@ Property / zbMATH Keywords: model selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+penalized estimation
@@ Property / zbMATH Keywords: penalized estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares
@@ Property / zbMATH Keywords: least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correct selection
@@ Property / zbMATH Keywords: correct selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+minimax
@@ Property / zbMATH Keywords: minimax / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unbiasedness
@@ Property / zbMATH Keywords: unbiasedness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean squared error
@@ Property / zbMATH Keywords: mean squared error / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonconvex minimization
@@ Property / zbMATH Keywords: nonconvex minimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk estimation
@@ Property / zbMATH Keywords: risk estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+degrees of freedom
@@ Property / zbMATH Keywords: degrees of freedom / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+selection consistency
@@ Property / zbMATH Keywords: selection consistency / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sign consistency
@@ Property / zbMATH Keywords: sign consistency / rank @@
+Normal rank