Concave selection in generalized linear models
A family of concave penalties, including the smoothly clipped absolute deviation (SCAD) and minimax concave penalties (MCP), has been shown to have attractive properties in variable selection. The computation of concave penalized solutions, however, is a difficult task. We pr...
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| Format: | Others |
| Language: | English |
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University of Iowa
2012
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| Online Access: | https://ir.uiowa.edu/etd/2902 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=3049&context=etd |