JOURNAL ARTICLE

Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters

Sangin LeeYongdai KimSunghoon Kwon

Year: 2012 Journal:   Statistics & Probability Letters Vol: 82 (9)Pages: 1710-1717   Publisher: Elsevier BV
Keywords:
Mathematics Scad Estimator Least absolute deviations Oracle Quadratic equation Applied mathematics Property (philosophy) Lasso (programming language) Mathematical optimization Statistics Computer science

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3
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0.95
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28
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0.74
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Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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