Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926): Difference between revisions

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Nonconcave penalized likelihood with a diverging number of parameters.
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    Nonconcave penalized likelihood with a diverging number of parameters. (English)
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    15 September 2004
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    model selection
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    nonconcave penalized likelihood
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    diverging parameters
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    oracle property
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    asymptotic normality
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    standard errors
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    likelihood ratio statistic
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