Discussion: One-step sparse estimates in nonconcave penalized likelihood models

DOI10.1214/07-AOS0316CzbMath1282.62110arXiv0808.1025OpenAlexW2086621676MaRDI QIDQ5966368

Cun-Hui Zhang

Publication date: 28 August 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.1025

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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