SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models |
scientific article |
Statements
SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (English)
0 references
5 January 2016
0 references
empirical process
0 references
LAD-SCAD estimator
0 references
oracle property
0 references
rank correlation screening
0 references
stochastic equicontinuity
0 references
variable selection
0 references