Quadratic approximation on SCAD penalized estimation
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Publication:452598
DOI10.1016/J.CSDA.2010.05.009zbMATH Open1247.62107OpenAlexW1987031080MaRDI QIDQ452598FDOQ452598
Authors: Sunghoon Kwon, Hosik Choi, Yongdai Kim 
Publication date: 15 September 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.009
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- scientific article; zbMATH DE number 2065337
- Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
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- Asymptotic oracle properties of SCAD-penalized least squares estimators
- Penalized least squares approximation problems
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- High-dimensional graphs and variable selection with the Lasso
- Title not available (Why is that?)
- Asymptotics for Lasso-type estimators.
- Piecewise linear regularized solution paths
- Unified LASSO Estimation by Least Squares Approximation
- L 1-Regularization Path Algorithm for Generalized Linear Models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Nonconcave penalized likelihood with a diverging number of parameters.
- Smoothly clipped absolute deviation on high dimensions
- Title not available (Why is that?)
- Variable selection in quantile regression
Cited In (7)
- Penalized least squares approximation methods and their applications to stochastic processes
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
- Quadratic programming and penalized regression
- Quadratic approximation via the SCAD penalty with a diverging number of parameters
- Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
- Asymptotic oracle properties of SCAD-penalized least squares estimators
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