Model selection and estimation in high dimensional regression models with group SCAD. (English) Zbl 1328.62241
Summary: 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.
MSC:
| 62G08 | Nonparametric regression and quantile regression |
| 62G20 | Asymptotic properties of nonparametric inference |
| 65C60 | Computational problems in statistics (MSC2010) |
References:
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