Nearly unbiased variable selection under minimax concave penalty (Q117379): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1002.4734 / rank | |||
Normal rank | |||
Revision as of 05:11, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly unbiased variable selection under minimax concave penalty |
scientific article |
Statements
38
0 references
2
0 references
1 April 2010
0 references
24 March 2010
0 references
Nearly unbiased variable selection under minimax concave penalty (English)
0 references
variable selection
0 references
model selection
0 references
penalized estimation
0 references
least squares
0 references
correct selection
0 references
minimax
0 references
unbiasedness
0 references
mean squared error
0 references
nonconvex minimization
0 references
risk estimation
0 references
degrees of freedom
0 references
selection consistency
0 references
sign consistency
0 references
