Article ID Journal Published Year Pages File Type
1151436 Statistics & Probability Letters 2015 7 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Model selection and estimation in high dimensional regression models with group SCAD
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