Smoothly clipped absolute deviation on high dimensions

Journal of the American Statistical Association

Volumn 103, Issue 484, 2008, Pages 1665-1673

  Kim, Yongdai ^a   Choi, Hosik ^a   Oh, Hee Seok ^b  

^a Seoul National University   (South Korea)

^b Hoseo University   (South Korea)

Author keywords

High dimension; Oracle property; Regression; Regularization; Smoothly clipped absoluetly deviation penalty

Indexed keywords

EID: 77949349770     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214508000001066     Document Type: Article

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