Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
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Publication:2398409
DOI10.1016/J.JKSS.2016.12.003zbMath1368.62210OpenAlexW2573268497MaRDI QIDQ2398409
Publication date: 16 August 2017
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2016.12.003
Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)
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