Displaying 2 results from an estimated 2 matches for "nonconcave".
Did you mean:
logconcave
2012 Nov 26
0
ncvreg question
To whom It May Concern,
I am working on a dimensional reduction problem using Smoothly Clipped
Asolute Deviation (SCAD) Penalty according to "Variable Selection via
Nonconcave Penalized Likelihood and its Oracle Properties, J.Fan and R. Li,
JASA, Dec 2001". I found an R package named *"ncvreg*" which is capable
to perform this variable selection procedure. I noctice, in
function*ncvreg(x, y),
* an intercept is automatically added to the model fitting step....
2005 Mar 03
1
total variation penalty
Hi,
I was recently plowing through the docs of the quantreg package by Roger
Koenker and came across the total variation penalty approach to
1-dimensional spline fitting. I googled around a bit and have found some
papers originated in the image processing community, but (apart from
Roger's papers) no paper that would discuss its statistical aspects.
I have a couple of questions in this