Iterative conditional maximization algorithm for nonconcave penalized likelihood

DOI10.1142/9789814340564_0020MaRDI QIDQ5378915zbMATH OpenOpenAlexFDO

Authors Yiyun Zhang, Runze Li

Publication date 3 June 2019

Published in Nonparametric Statistics and Mixture Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814340564_0020

zbMATH Keywords

GLIMICMLASSOSCADvariable selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(2)

• N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods
• One-step sparse estimates in nonconcave penalized likelihood models

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