中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Model selection and estimation in high dimensional regression models with group SCAD

文献类型:期刊论文

作者Guo, Xiao1; Zhang, Hai1,2; Wang, Yao3; Wu, Jiang-Lun1,4
刊名STATISTICS & PROBABILITY LETTERS
出版日期2015-08-01
卷号103页码:86-92
关键词Group selection High dimension Oracle property Group SCAD Sparsity
ISSN号0167-7152
DOI10.1016/j.spl.2015.04.017
英文摘要In this paper, we study the oracle property of the group SCAD under high dimensional settings where the number of groups can grow at a certain polynomial rate. Numerical studies are presented to demonstrate the merit of the group SCAD. (C) 2015 Elsevier B.V. All rights reserved.
资助项目National Natural Science Foundation of China[11171272] ; National Natural Science Foundation of China[61273020]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000357353300013
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/20237]  
专题中国科学院数学与系统科学研究院
通讯作者Zhang, Hai
作者单位1.NW Univ Xian, Sch Math, Xian 710069, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Peoples R China
4.Swansea Univ, Coll Sci, Dept Math, Swansea SA2 8PP, W Glam, Wales
推荐引用方式
GB/T 7714
Guo, Xiao,Zhang, Hai,Wang, Yao,et al. Model selection and estimation in high dimensional regression models with group SCAD[J]. STATISTICS & PROBABILITY LETTERS,2015,103:86-92.
APA Guo, Xiao,Zhang, Hai,Wang, Yao,&Wu, Jiang-Lun.(2015).Model selection and estimation in high dimensional regression models with group SCAD.STATISTICS & PROBABILITY LETTERS,103,86-92.
MLA Guo, Xiao,et al."Model selection and estimation in high dimensional regression models with group SCAD".STATISTICS & PROBABILITY LETTERS 103(2015):86-92.

入库方式: OAI收割

来源:数学与系统科学研究院

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