One-step sparse estimates in nonconcave penalized likelihood models

Annals of Statistics

Volumn 36, Issue 4, 2008, Pages 1509-1533

  Zou, Hui ^a   Li, Runze ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

AIC; BIC; LASSO; One step estimator; Oracle properties; SCAD

Indexed keywords

EID: 51049104549     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053607000000802     Document Type: Article

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