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

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