Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters

DOI10.1016/j.spl.2012.05.012zbMath1334.62129MaRDI QIDQ452889

Sunghoon Kwon, Sangin Lee, Yongdai Kim

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.012

zbMATH Keywords

quadratic approximation; nonconvex penalty; oracle property; SCAD; smoothly clipped absolute deviation

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F10: Point estimation

Related Items

Sparse optimization for nonconvex group penalized estimation, Combined-penalized likelihood estimations with a diverging number of parameters

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