Nearly unbiased variable selection under minimax concave penalty (Q117379)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly unbiased variable selection under minimax concave penalty |
scientific article |
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38
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2
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1 April 2010
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24 March 2010
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Nearly unbiased variable selection under minimax concave penalty (English)
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variable selection
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model selection
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penalized estimation
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least squares
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correct selection
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minimax
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unbiasedness
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mean squared error
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nonconvex minimization
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risk estimation
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degrees of freedom
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selection consistency
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sign consistency
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