APPLE: approximate path for penalized likelihood estimators

DOI10.1007/s11222-013-9403-7zbMath1322.62092arXiv1211.0889MaRDI QIDQ746326

Yang Feng, Yi Yu

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0889

zbMATH Keywords

LASSO; MCP; solution path; APPLE; penalized likelihood estimator

Mathematics Subject Classification ID

62F10: Point estimation

62J02: General nonlinear regression

Related Items

APPLE

Uses Software

• glmnet
• SparseLOGREG

Cites Work

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