Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood
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Publication:5378915
DOI10.1142/9789814340564_0020zbMath1414.62323MaRDI QIDQ5378915
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
62J07: Ridge regression; shrinkage estimators (Lasso)