Variable Selection With the Strong Heredity Constraint and Its Oracle Property

Author:

Choi Nam Hee1,Li William1,Zhu Ji1

Affiliation:

1. Nam Hee Choi is Lecturer, Department of Statistics, University of Michigan, Ann Arbor, MI 48109. William Li is Professor, Carlson School of Management, University of Minnesota, Minneapolis, MN 55455. Ji Zhu is Associate Professor, Department of Statistics, University of Michigan, Ann Arbor, MI 48109 . We thank Rayjean Hung, Stefano Porru, Paolo Boffetta, and John Witte for sharing the bladder cancer dataset. Choi and Zhu are partially supported by grants DMS-0705532 and DMS-0748389 from the National...

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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