Penalized composite quasi-likelihood for ultrahigh dimensional variable selection (Q4632659)
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scientific article; zbMATH DE number 7049275
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| English | Penalized composite quasi-likelihood for ultrahigh dimensional variable selection |
scientific article; zbMATH DE number 7049275 |
Statements
Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection (English)
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30 April 2019
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composite quasi-maximum likelihood estimation
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lasso
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model selection
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non-polynomial dimensionality
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oracle property
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robust statistics
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smoothly clipped absolute deviation
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0.8312392234802246
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0.8254427909851074
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0.8227997422218323
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0.8126776814460754
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0.8068615794181824
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