Nonconcave penalized M-estimation with a diverging number of parameters (Q3074777)
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scientific article; zbMATH DE number 5849524
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| English | Nonconcave penalized M-estimation with a diverging number of parameters |
scientific article; zbMATH DE number 5849524 |
Statements
10 February 2011
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linear model
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oracle property
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rank correlation
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robust estimation
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SIS
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variable selection
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0.881188154220581
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0.844897985458374
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0.8293453454971313
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0.827089786529541
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0.8187379837036133
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