Ontology highlight
ABSTRACT:
SUBMITTER: Yu G
PROVIDER: S-EPMC7716883 | biostudies-literature | 2020
REPOSITORIES: biostudies-literature
Yu Guan G Yin Liang L Lu Shu S Liu Yufeng Y
Journal of the American Statistical Association 20190507 530
With the abundance of large data, sparse penalized regression techniques are commonly used in data analysis due to the advantage of simultaneous variable selection and estimation. A number of convex as well as non-convex penalties have been proposed in the literature to achieve sparse estimates. Despite intense work in this area, how to perform valid inference for sparse penalized regression with a general penalty remains to be an active research problem. In this paper, by making use of state-of ...[more]