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CALIBRATING NON-CONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION

We investigate high-dimensional non-convex penalized regression, where the number of covariates may grow at an exponential rate. Although recent asymptotic theory established that there exists a local minimum possessing the oracle property under general conditions, it is still largely an open proble...

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Bibliografische gegevens
Hoofdauteurs: Wang, Lan, Kim, Yongdai, Li, Runze
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: 2013
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4060811/
https://ncbi.nlm.nih.gov/pubmed/24948843
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1159
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