Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood (Q5378915)

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scientific article; zbMATH DE number 7062127
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Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood
scientific article; zbMATH DE number 7062127

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    Iterative Conditional Maximization Algorithm for Nonconcave Penalized Likelihood (English)
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    3 June 2019
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    GLIM
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    ICM
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    LASSO
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    SCAD
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    variable selection
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