On constrained and regularized high-dimensional regression
From MaRDI portal
Publication:380022
DOI10.1007/s10463-012-0396-3zbMath1329.62307WikidataQ41885326 ScholiaQ41885326MaRDI QIDQ380022
Hui Zhou, Wei Pan, Yunzhang Zhu, Xiaotong Shen
Publication date: 11 November 2013
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3898843
\((p,n)\) versus fixed \(p\)-asymptotics; constrained regression; difference convex programming; nonconvex regularization; parameter and nonparametric models
62G08: Nonparametric regression and quantile regression
62F30: Parametric inference under constraints
62J02: General nonlinear regression
62F07: Statistical ranking and selection procedures
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