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

DOI10.1214/07-AOS0316CzbMath1282.62110arXiv0808.1025MaRDI 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

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Related Items

Nearly unbiased variable selection under minimax concave penalty

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Lasso-type recovery of sparse representations for high-dimensional data
• Nonconcave penalized likelihood with a diverging number of parameters.
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• For most large underdetermined systems of equations, the minimal 𝓁₁‐norm near‐solution approximates the sparsest near‐solution
• Unnamed Item