Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?

DOI10.1214/07-AOS0316BMaRDI QIDQ939652zbMATH OpenOpenAlexFDO

Authors Xiao-Li Meng

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/0808.1016

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Abstract: Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models [arXiv:0808.1012]

Cites work

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Cited in

(4)

• Discussion: One-step sparse estimates in nonconcave penalized likelihood models
• Decoding the h-likelihood
• A penalized likelihood method for structural equation modeling
• Achieving the oracle property of OEM with nonconvex penalties

Describes a project that uses

Uses Software

• EBayesThresh

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