Variable selection using MM algorithms

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Publication:2583414

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DOI10.1214/009053605000000200zbMath1078.62028arXivmath/0508278OpenAlexW3101767848WikidataQ43138735 ScholiaQ43138735MaRDI QIDQ2583414

David R. Hunter, Run-Ze Li

Publication date: 16 January 2006

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

Full work available at URL: https://arxiv.org/abs/math/0508278

zbMATH Keywords

AIC BIC LASSO penalized likelihood SCAD oracle estimator EM algorithms MM algorithms environment data

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Parametric inference (62F99) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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