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Calibrating nonconvex penalized regression in ultra-high dimension
Lan Wang, Yongdai Kim, Runze Li
Statistics (Twin Cities)
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Mathematics
Penalized Regression
Higher Dimensions
High-dimensional
Estimator
Path
Parameter Tuning
Local Minima
Oracle Property
Random Error
High-dimensional Data
Monte Carlo Study
Sparsity
Asymptotic Theory
Penalty
Data analysis
Covariates
Gaussian distribution
Open Problems
Calculate
Unknown
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Estimate
Business & Economics
Estimator
Asymptotic Theory
Random Error
Monte Carlo Study
Covariates
Penalty
Performance
Factors