Non-convex penalized estimation in high-dimensional models with single-index structure
Year of publication: |
2012
|
---|---|
Authors: | Wang, Tao ; Xu, Pei-Rong ; Zhu, Li-Xing |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 109.2012, C, p. 221-235
|
Publisher: |
Elsevier |
Subject: | High-dimensional variable selection | Minimax concave penalty | Oracle property | Penalized least squares | SCAD | Single-index model |
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