Nearly unbiased variable selection under minimax concave penalty (Q117379)

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Nearly unbiased variable selection under minimax concave penalty
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    Statements

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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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