Combination of Nonconvex Penalties and Ridge Regression for High-Dimensional Linear Models

• 作 者: Xiuli WANG Mingqiu WANG
• 机 构: SchoolofMathematicalSciences
• 出 处: 数学研究及应用：英文版
• 发表日期: 2014年6期
• 关键词: 岭回归 处罚 线性模型 非凸 高维 共线性问题 NPR 绝对偏差 high dimension nonconvex penalties oracle prope
• 基金项目: Supported by the National Natural Science Foundation of China（Grant No.11401340）, China Postdoctoral Science Foundation（Grant No.2014M561892）, the Foundation of Qufu Normal University（Grant Nos.bsqd20

Nonconvex penalties including the smoothly clipped absolute deviation penalty and the minimax concave penalty enjoy the properties of unbiasedness, continuity and sparsity,and the ridge regression can deal with the collinearity problem. Combining the stre