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Variable selection and estimation using a continuous approximation to the L-0 penalty
Wang, Yanxin; Fan, Qibin; Zhu, Li
刊名ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
2018
卷号70期号:1
关键词Penalized least squares Coordinate descent algorithm Variable selection MBIC Oracle property
ISSN号0020-3157
DOI10.1007/s10463-016-0588-3
URL标识查看原文
收录类别SCIE ; EI
语种英语
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4098298
专题武汉大学
推荐引用方式
GB/T 7714
Wang, Yanxin,Fan, Qibin,Zhu, Li. Variable selection and estimation using a continuous approximation to the L-0 penalty[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2018,70(1).
APA Wang, Yanxin,Fan, Qibin,&Zhu, Li.(2018).Variable selection and estimation using a continuous approximation to the L-0 penalty.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,70(1).
MLA Wang, Yanxin,et al."Variable selection and estimation using a continuous approximation to the L-0 penalty".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 70.1(2018).
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