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  • Search: subject:"n) versus fixed p-asymptotics"
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(p 1 Constrained regression 1 Difference convex programming 1 Nonconvex regularization 1 Parameter and nonparametric models 1 n) versus fixed p-asymptotics 1
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Pan, Wei 1 Shen, Xiaotong 1 Zhou, Hui 1 Zhu, Yunzhang 1
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Annals of the Institute of Statistical Mathematics 1
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On constrained and regularized high-dimensional regression
Shen, Xiaotong; Pan, Wei; Zhu, Yunzhang; Zhou, Hui - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 807-832
High-dimensional feature selection has become increasingly crucial for seeking parsimonious models in estimation. For selection consistency, we derive one necessary and sufficient condition formulated on the notion of degree of separation. The minimal degree of separation is necessary for any...
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