Asymptotic properties of concave L1-norm group penalties

Dimensions

Sherwood, B and Molstad, A J and Singha, S (2020) Asymptotic properties of concave L1-norm group penalties. Statistics & Probability Letters, 157: 108631. ISSN 0167-7152

Full text not available from this repository. (Request a copy)

Publisher URL: https://doi.org/10.1016/j.spl.2019.108631

Abstract

The composition of a concave penalty and the -norm of grouped coefficients allows for selecting groups and identifying important predictors within a group. These estimators have the oracle property at the group level, but not at the individual level.

Item Type:	Article
Date Deposited:	18 Apr 2020 05:08
Last Modified:	06 Jul 2023 21:30
URI:	https://eprints.exchange.isb.edu/id/eprint/1367

Actions (login required)

: View Item