Thresholding-based iterative selection procedures for model selection and shrinkage

Electronic Journal of Statistics

Volumn 3, Issue , 2009, Pages 384-415

  She, Yiyuan ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Lasso; Model selection and shrinkage; Nonconvexpenalties; Ridge; SCAD; Sparsity; Thresholding

Indexed keywords

EID: 79952701411     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-EJS348     Document Type: Article

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