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ON THE ADAPTIVE ELASTIC-NET WITH A DIVERGING NUMBER OF PARAMETERS
We consider the problem of model selection and estimation in situations where the number of parameters diverges with the sample size. When the dimension is high, an ideal method should have the oracle property (Fan and Li, 2001; Fan and Peng, 2004) which ensures the optimal large sample performance....
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
2009
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2864037/ https://ncbi.nlm.nih.gov/pubmed/20445770 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/08-AOS625 |
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