Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (Q2398409)
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scientific article; zbMATH DE number 6760720
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| English | Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters |
scientific article; zbMATH DE number 6760720 |
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Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters (English)
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16 August 2017
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WLAD-SCAD
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robust regularization
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oracle property
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variable selection
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0.890490710735321
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0.8401116728782654
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0.8361396789550781
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0.8138789534568787
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0.8114919066429138
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