Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 73, Issue 3, 2011, Pages 325-349

  Bradic, Jelena ^a   Fan, Jianqing ^a   Wang, Weiwei ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS   (United States)

Author keywords

Composite quasi maximum likelihood estimation; Lasso; Model selection; Non polynomial dimensionality; Oracle property; Robust statistics; Smoothly clipped absolute deviation

Indexed keywords

EID: 79955022769     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2010.00764.x     Document Type: Article

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