Threshold variable selection via a L 1 penalty approach

Threshold variable selection via a L 1 penalty approach

Statistics and its Interface

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Bibliographic Details
Main Authors: Jiang, Q., Xia, Y.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Adaptive lasso
Oracle property
Smooth threshold AR model
Variable selection
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105434
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/105434

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