Variable Selection for Support Vector Machines in Moderately High Dimensions
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Publication:5743225
DOI10.1111/rssb.12100zbMath1411.62176WikidataQ36454190 ScholiaQ36454190MaRDI QIDQ5743225
Xiang Zhang, Lan Wang, Yichao Wu, Run-Ze Li
Publication date: 9 May 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4709852
support vector machines; variable selection; oracle property; local linear approximation; non-convex penalty; ultrahigh dimensions
62J07: Ridge regression; shrinkage estimators (Lasso)
62H30: Classification and discrimination; cluster analysis (statistical aspects)