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

Sangin Lee; Yongdai Kim; Sunghoon Kwon

doi:10.1016/j.spl.2012.05.012

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

Sangin Lee Yongdai Kim Sunghoon Kwon

Year: 2012 Journal: Statistics & Probability Letters Vol: 82 (9)Pages: 1710-1717 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2012.05.012

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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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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

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

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