High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165)

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scientific article; zbMATH DE number 7025735
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    High-dimensional grouped folded concave penalized estimation via the LLA algorithm
    scientific article; zbMATH DE number 7025735

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      High-dimensional grouped folded concave penalized estimation via the LLA algorithm (English)
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      19 February 2019
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      grouped variable selection
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      high-dimensional linear models
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      folded concave penalty
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      local linear approximation
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      oracle estimator
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