Asymptotic oracle properties of SCAD-penalized least squares estimators (Q5324537)
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scientific article; zbMATH DE number 5589576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic oracle properties of SCAD-penalized least squares estimators |
scientific article; zbMATH DE number 5589576 |
Statements
Asymptotic oracle properties of SCAD-penalized least squares estimators (English)
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3 August 2009
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symptotic normality
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high-dimensional data
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penalized regression
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variable selection
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