A systematic review on model selection in high-dimensional regression

Abstract High dimensional models are getting much attention from diverse research fields involving very many parameters with a moderate size of data. Model selection is an important issue in such a high dimensional data analysis. Recent literature on theoretical understanding of high dimensional mod...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Lee, Eun Ryung [verfasserIn]

Cho, Jinwoo [verfasserIn]

Yu, Kyusang [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2018

Schlagwörter:

model selection

Penalized methods

LASSO

SCAD

High dimensional regression models

General convex loss

Quadratic margin condition

High level conditions

Model selection consistency

Oracle property

Übergeordnetes Werk:

Enthalten in: Journal of the Korean Statistical Society - Singapore : Springer Singapore, 2008, 48(2018), 1 vom: 12. Nov., Seite 1-12

Übergeordnetes Werk:

volume:48 ; year:2018 ; number:1 ; day:12 ; month:11 ; pages:1-12

Links:

Volltext

DOI / URN:

10.1016/j.jkss.2018.10.001

Katalog-ID:

SPR039318605

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