A carregar...

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A ch...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: Fan, Jianqing, Xue, Lingzhou, Zou, Hui
Formato: Artigo
Idioma:Inglês
Publicado em: 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4295817/
https://ncbi.nlm.nih.gov/pubmed/25598560
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!