Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-convex penalized estimation in high-dimensional models with single-index structure |
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Non-convex penalized estimation in high-dimensional models with single-index structure (English)
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4 July 2012
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high-dimensional variable selection
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minimax concave penalty
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oracle property
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penalized least squares
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SCAD
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