A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) (Q3405559)
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scientific article; zbMATH DE number 5668398
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| English | A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) |
scientific article; zbMATH DE number 5668398 |
Statements
10 February 2010
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dimensionality reduction
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folded-concave penalty
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high dimensionality
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LASSO
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model selection
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oracle property
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penalized least squares
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penalized likelihood
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SCAD
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sure independence screening
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sure screening
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variable selection
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0.9423158
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0.9173307
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0.9129957
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0.9108552
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0.9092812
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0.9079337
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0.90150803
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0.9008971
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