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