Strong oracle optimality of folded concave penalized estimation

DOI10.1214/13-AOS1198zbMath1305.62252arXiv1210.5992WikidataQ43107615 ScholiaQ43107615MaRDI QIDQ2510819

Publication date: 4 August 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5992

zbMATH Keywords

nonconvex optimization local linear approximation sparse estimation oracle estimator folded concave penalty strong oracle property

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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