Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating nonconvex penalized regression in ultra-high dimension |
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Calibrating nonconvex penalized regression in ultra-high dimension (English)
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6 March 2014
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high-dimensional regression
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LASSO
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MCP
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SCAD
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variable selection
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penalized least squares
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