SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models
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Publication:3462376
DOI10.1080/03610926.2013.781643zbMath1328.62111OpenAlexW2039730403MaRDI QIDQ3462376
Lixin Song, Mingqiu Wang, Guo-Liang Tian
Publication date: 5 January 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.781643
empirical processvariable selectionoracle propertystochastic equicontinuityLAD-SCAD estimatorrank correlation screening
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistical ranking and selection procedures (62F07)
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