Quadratic approximation on SCAD penalized estimation

DOI10.1016/J.CSDA.2010.05.009MaRDI QIDQ452598zbMATH OpenOpenAlexFDO

Authors Sunghoon Kwon, Hosik Choi, Yongdai Kim

Publication date 15 September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.05.009

zbMATH Keywords

SCADvariable selectionquadratic approximationpenalized approach

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Recommendations

• Quadratic approximation via the SCAD penalty with a diverging number of parameters
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
• Quadratic penalty methods based on linear approximation
• Quadratic deviation of penalized mean squares regression estimates
• scientific article; zbMATH DE number 2065337
• Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
• Quadratic programming and penalized regression
• Asymptotic oracle properties of SCAD-penalized least squares estimators
• Penalized least squares approximation problems

Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• L 1-Regularization Path Algorithm for Generalized Linear Models
• Asymptotics for Lasso-type estimators.
• High-dimensional graphs and variable selection with the Lasso
• Least angle regression. (With discussion)
• Nonconcave penalized likelihood with a diverging number of parameters.
• One-step sparse estimates in nonconcave penalized likelihood models
• Piecewise linear regularized solution paths
• Smoothly clipped absolute deviation on high dimensions
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression

Cited in

(7)

• Penalized least squares approximation methods and their applications to stochastic processes
• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters
• Quadratic approximation via the SCAD penalty with a diverging number of parameters
• Quadratic programming and penalized regression
• Penalized quasi-Likelihood SCAD estimator in high-dimensional generalized linear models
• Asymptotic oracle properties of SCAD-penalized least squares estimators

Describes a project that uses

Uses Software

• LASSO

This page was built for publication: Quadratic approximation on SCAD penalized estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q452598)