Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters

DOI10.1016/j.jkss.2016.12.003zbMath1368.62210OpenAlexW2573268497MaRDI QIDQ2398409

Yanxin Wang, L. Zhu

Publication date: 16 August 2017

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

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.12.003

zbMATH Keywords

variable selectionoracle propertyrobust regularizationWLAD-SCAD

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Group selection via adjusted weighted least absolute deviation regression ⋮ Doubly robust weighted composite quantile regression based on SCAD‐L₂ ⋮ Robust check loss-based inference of semiparametric models and its application in environmental data

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