The Mnet method for variable selection (Q5739463)

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scientific article; zbMATH DE number 6603978
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The Mnet method for variable selection
scientific article; zbMATH DE number 6603978

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    title
    The Mnet method for variable selection (English)
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    author
    Jian Huang
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    Patrick Breheny
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    Sangin Lee
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    Shuangge Ma
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    Cun-Hui Zhang
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    publication date
    15 July 2016
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    Mathematics Subject Classification ID
    62J07
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    62J05
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    62P10
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    zbMATH DE Number
    6603978
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    zbMATH Keywords
    correlated predictors
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    minimax concave penalty
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    oracle property
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    \(p > n\) problems
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    ridge regression
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    OpenAlex ID
    W2464499115
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