KMS Of Academy of mathematics and systems sciences, CAS
| Model selection and estimation in high dimensional regression models with group SCAD | |
| Guo, Xiao1; Zhang, Hai1,2; Wang, Yao3; Wu, Jiang-Lun1,4 | |
| 2015-08-01 | |
| Source Publication | STATISTICS & PROBABILITY LETTERS
 |
| ISSN | 0167-7152 |
| Volume | 103Pages:86-92 |
| 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. (C) 2015 Elsevier B.V. All rights reserved. |
| Keyword | Group selection High dimension Oracle property Group SCAD Sparsity |
| DOI | 10.1016/j.spl.2015.04.017 |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11171272] ; National Natural Science Foundation of China[61273020] |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000357353300013 |
| Publisher | ELSEVIER SCIENCE BV |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/20238 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Zhang, Hai |
| Affiliation | 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 |
| Recommended Citation 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. |
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