A Necessary Condition for the Strong Oracle Property

DOI10.1111/sjos.12195zbMath1384.62233OpenAlexW2180887722MaRDI QIDQ2815602

Sangmi Han, Yongdai Kim, Jong-June Jeon

Publication date: 29 June 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12195

zbMATH Keywords

oracle propertybridge penaltyglobal optimizernon-convex penalties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin, Homogeneity detection for the high-dimensional generalized linear model

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