1 개요
- smoothly clipped absolute deviation (SCAD)
2 같이 보기
3 참고
- https://orfe.princeton.edu/~jqfan/papers/01/penlike.pdf Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties - Jianqing Fan & Runze Li
- https://stat.snu.ac.kr/heeseok/html/paper/JASA_08.pdf
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