Model selection and estimation in high dimensional regression models with group SCAD

doi:10.1016/j.spl.2015.04.017

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	Model selection and estimation in high dimensional regression models with group SCAD
	Guo, Xiao 1; Zhang, Hai 1,2; Wang, Yao 3; Wu, Jiang-Lun 1,4
	2015-08-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	103 页码:86-92
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.
关键词	Group selection High dimension Oracle property Group SCAD Sparsity
DOI	10.1016/j.spl.2015.04.017
语种	英语
资助项目	National Natural Science Foundation of China[11171272] ; National Natural Science Foundation of China[61273020]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000357353300013
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/20238
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.