Oracle properties of SCAD-penalized support vector machine

DOI10.1016/j.jspi.2012.03.002zbMath1244.62093OpenAlexW2012159277MaRDI QIDQ433741

Ja-Yong Koo, Changyi Park, Kwang-Rae Kim, Rangmi Myung

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.03.002

zbMATH Keywords

classificationFisher consistencysmoothly clipped absolute deviation

Mathematics Subject Classification ID

Related Items (7)

Auxiliary Marker-Assisted Classification in the Absence of Class Identifiers ⋮ Feature selection for linear SVM with provable guarantees ⋮ Model averaging for support vector classifier by cross-validation ⋮ Kernel variable selection for multicategory support vector machines ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Variable Selection for Naive Bayes Semisupervised Learning

Uses Software

• ElemStatLearn

Cites Work

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• Nonconcave penalized likelihood with a diverging number of parameters.
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• Support-vector networks
• Statistical performance of support vector machines
• Structured multicategory support vector machines with analysis of variance decomposition
• Consistency of Support Vector Machines and Other Regularized Kernel Classifiers
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Smoothly Clipped Absolute Deviation on High Dimensions
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Convexity, Classification, and Risk Bounds
• The elements of statistical learning. Data mining, inference, and prediction

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