Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
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Publication:4632659
DOI10.1111/j.1467-9868.2010.00764.xzbMath1411.62181arXiv0912.5200OpenAlexW2128624462WikidataQ42241148 ScholiaQ42241148MaRDI QIDQ4632659
Jelena Bradic, Wei-wei Wang, Jianqing Fan
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.5200
model selectionrobust statisticsoracle propertylassosmoothly clipped absolute deviationcomposite quasi-maximum likelihood estimationnon-polynomial dimensionality
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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