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

DOI10.1016/J.SPL.2012.05.012zbMATH Open1334.62129OpenAlexW2003049564MaRDI QIDQ452889FDOQ452889

Sunghoon Kwon, Yongdai Kim, Sangin Lee

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

Recommendations

• Quadratic approximation on SCAD penalized estimation
• Quadratic approximation via the SCAD penalty with a diverging number of parameters
• Nonconcave penalized likelihood with a diverging number of parameters.
• Global optimality of nonconvex penalized estimators
• Nonconcave penalized M-estimation with a diverging number of parameters

zbMATH Keywords

SCADoracle propertynonconvex penaltyquadratic approximationsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• 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
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The Concave-Convex Procedure
• A well-conditioned estimator for large-dimensional covariance matrices
• Shrinkage tuning parameter selection with a diverging number of parameters
• Unified LASSO Estimation by Least Squares Approximation
• Nonconcave penalized likelihood with a diverging number of parameters.
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• On the adaptive elastic net with a diverging number of parameters
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Smoothly Clipped Absolute Deviation on High Dimensions
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Profile-kernel likelihood inference with diverging number of parameters
• On parameters of increasing dimensions
• Quadratic approximation on SCAD penalized estimation
• Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
• Global optimality of nonconvex penalized estimators
• Least squares approximation with a diverging number of parameters

Cited In (4)

• Combined-penalized likelihood estimations with a diverging number of parameters
• Nonconcave penalized likelihood with a diverging number of parameters.
• Quadratic approximation on SCAD penalized estimation
• Sparse optimization for nonconvex group penalized estimation

This page was built for publication: Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q452889)