Achieving the oracle property of OEM with nonconvex penalties
From MaRDI portal
Publication:5880161
DOI10.1080/24754269.2017.1326079OpenAlexW2735330421MaRDI QIDQ5880161
Shifeng Xiong, Peter Z. G. Qian, Bin Dai
Publication date: 7 March 2023
Published in: Statistical Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/24754269.2017.1326079
Related Items (3)
On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin ⋮ On Hodges' superefficiency and merits of oracle property in model selection ⋮ Penalized wavelet estimation and robust denoising for irregular spaced data
Uses Software
Cites Work
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Statistics for high-dimensional data. Methods, theory and applications.
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- A tail inequality for quadratic forms of subgaussian random vectors
- One-step sparse estimates in nonconcave penalized likelihood models
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?
- A coordinate gradient descent method for nonsmooth separable minimization
- When do stepwise algorithms meet subset selection criteria?
- Nonconcave penalized likelihood with a diverging number of parameters.
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Calibrating nonconvex penalized regression in ultra-high dimension
- Strong oracle optimality of folded concave penalized estimation
- Variable selection using MM algorithms
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Better Subset Regression Using the Nonnegative Garrote
- Complexity of penalized likelihood estimation
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Smoothly Clipped Absolute Deviation on High Dimensions
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Tuning Parameter Selection in High Dimensional Penalized Likelihood
- Convergence of a block coordinate descent method for nondifferentiable minimization
This page was built for publication: Achieving the oracle property of OEM with nonconvex penalties
