SCAD-penalized least absolute deviation regression in high-dimensional models (Q3462376)
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scientific article; zbMATH DE number 6526642
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| English | SCAD-penalized least absolute deviation regression in high-dimensional models |
scientific article; zbMATH DE number 6526642 |
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SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (English)
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5 January 2016
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empirical process
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LAD-SCAD estimator
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oracle property
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rank correlation screening
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stochastic equicontinuity
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variable selection
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0.8554049730300903
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0.8548601269721985
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0.8471158742904663
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0.8383291363716125
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