On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin

DOI10.1007/s42952-019-00024-wzbMath1485.62090OpenAlexW2981975739MaRDI QIDQ2131914

Sangin Lee, Sunghoon Kwon, Seungha Um, Dongshin Kim

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-019-00024-w

zbMATH Keywords

variable selectionoracle propertypenalized estimationbridge penaltylog penalty

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• sparsenet

Cites Work

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