Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889)
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scientific article; zbMATH DE number 6083606
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| English | Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters |
scientific article; zbMATH DE number 6083606 |
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Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (English)
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18 September 2012
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nonconvex penalty
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SCAD
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smoothly clipped absolute deviation
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oracle property
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quadratic approximation
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0.8222326040267944
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0.8099058270454407
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0.7871693968772888
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0.7700707912445068
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0.7643761038780212
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