Quadratic approximation via the SCAD penalty with a diverging number of parameters
DOI10.1080/03610918.2013.849735zbMATH Open1341.62071OpenAlexW2092972778MaRDI QIDQ2809575FDOQ2809575
Mingqiu Wang, Lixin Song, Xiaoguang Wang
Publication date: 30 May 2016
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2013.849735
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Cites Work
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- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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- Unified LASSO Estimation by Least Squares Approximation
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Nonconcave penalized likelihood with a diverging number of parameters.
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- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- On parameters of increasing dimensions
- Quadratic approximation on SCAD penalized estimation
- Least squares approximation with a diverging number of parameters
Cited In (6)
- SGL-SVM: a novel method for tumor classification via support vector machine with sparse group lasso
- The null and non-null limiting distributions of the modified multisample Cucconi test
- Local Walsh-average-based estimation and variable selection for single-index models
- Quadratic approximation on SCAD penalized estimation
- High-dimensional sparse portfolio selection with nonnegative constraint
- Variable selection for spatial autoregressive models
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