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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    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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