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- W2394215484 abstract "Based on the combined penalized function of Wang,et al.,ageneralized combined penalization is proposed,in which the SCAD penalization is extended to the general nonconcave penalization,and the ridge regression performs well when the predictors are highly correlated.With a diverging number of parameters,the Bayesian information criterion(BIC)is used to choose tuning parameters.Then,it is shown that the variable selection and parameter estimation can be fulfilled simultaneously.Furthermore,under the appropriate conditions,the estimator possesses the Oracle property.The simulation studies demonstrate the practical superiority of the proposed method when high correlation exists among predictors." @default.
- W2394215484 created "2016-06-24" @default.
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- W2394215484 date "2015-01-01" @default.
- W2394215484 modified "2023-09-23" @default.
- W2394215484 title "Variable selection of diverging number of parameters under combined penalized likelihood estimations" @default.
- W2394215484 hasPublicationYear "2015" @default.
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