SCAD penalized rank regression with a diverging number of parameters (Q476249)
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scientific article; zbMATH DE number 6375096
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SCAD penalized rank regression with a diverging number of parameters |
scientific article; zbMATH DE number 6375096 |
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SCAD penalized rank regression with a diverging number of parameters (English)
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28 November 2014
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high dimensionality
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model selection
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oracle property
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rank regression
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robust estimation
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SCAD
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0.8554049730300903
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0.8187379837036133
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0.8114919066429138
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0.7984533309936523
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