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Model selection and estimation in high dimensional regression models with group SCAD

Xiao Guo,Hai Zhang, Yao Wang,Jianglun Wu

Statistics & Probability Letters（2015）

Cited 9|Views10
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Abstract
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.
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Key words
Group selection,High dimension,Oracle property,Group SCAD,Sparsity
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