The sparse Laplacian shrinkage estimator for high-dimensional regression
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Publication:651021
DOI10.1214/11-AOS897zbMath1227.62049arXiv1112.3450WikidataQ39148577 ScholiaQ39148577MaRDI QIDQ651021
Cun-Hui Zhang, Jian Huang, Shuangge Ma, Hongzhe Li
Publication date: 8 December 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.3450
variable selection; penalized regression; oracle property; minimax concave penalty; graphical structure
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