Non-convex penalized estimation in high-dimensional models with single-index structure

Tao Wang, Peirong Xu, Lixing Zhu. Non-convex penalized estimation in high-dimensional models with single-index structure. J. Multivariate Analysis, 109:221-235, 2012. [doi]

@article{WangXZ12-4,
  title = {Non-convex penalized estimation in high-dimensional models with single-index structure},
  author = {Tao Wang and Peirong Xu and Lixing Zhu},
  year = {2012},
  doi = {10.1016/j.jmva.2012.03.009},
  url = {http://dx.doi.org/10.1016/j.jmva.2012.03.009},
  researchr = {https://researchr.org/publication/WangXZ12-4},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {109},
  pages = {221-235},
}