Journal article 1102 views 305 downloads
Model selection and estimation in high dimensional regression models with group SCAD
Xiao Guo,
Hai Zhang,
Yao Wang,
Jiang-lun Wu 
Statistics & Probability Letters, Volume: 103, Pages: 86 - 92
Swansea University Author:
Jiang-lun Wu
-
PDF | Accepted Manuscript
Download (391.47KB)
DOI (Published version): 10.1016/j.spl.2015.04.017
Abstract
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.
| Published in: | Statistics & Probability Letters |
|---|---|
| Published: |
2015
|
| Online Access: |
http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017 |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa22316 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Abstract: |
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. |
|---|---|
| Keywords: |
Group selection; high dimension, oracle property, group SCAD, sparsity. |
| College: |
Faculty of Science and Engineering |
| Start Page: |
86 |
| End Page: |
92 |