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

被引：11
|
作者：
Guo, Xiao [1 ]
Zhang, Hai [1 ,2 ]
Wang, Yao [3 ]
Wu, Jiang-Lun [1 ,4 ]
机构：
[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
来源：
STATISTICS & PROBABILITY LETTERS | 2015年 / 103卷
基金：
中国国家自然科学基金;
关键词：
Group selection; High dimension; Oracle property; Group SCAD; Sparsity; NONCONCAVE PENALIZED LIKELIHOOD; VARIABLE SELECTION; GENE-EXPRESSION;
D O I：
10.1016/j.spl.2015.04.017
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码：86 / 92
页数：7
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