Calibrating nonconvex penalized regression in ultra-high dimension

Lan WANG University of Minnesota Yongdai Kim Seoul National University Runze Li Pennsylvania State University

Statistics Theory and Methods mathscidoc:1702.33008

Distinguished Paper Award in 2017

2505, 2013.10
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High-dimensional regression, LASSO, MCP, SCAD, variable selection, penalized least squares
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@inproceedings{lan2013calibrating,
  title={CALIBRATING NONCONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION},
  author={Lan WANG, Yongdai Kim, and Runze Li},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20170205114057436510163},
  pages={2505},
  year={2013},
}
Lan WANG, Yongdai Kim, and Runze Li. CALIBRATING NONCONVEX PENALIZED REGRESSION IN ULTRA-HIGH DIMENSION. 2013. pp.2505. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20170205114057436510163.
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