Network exploration via the adaptive LASSO and SCAD penalties

Annals of Applied Statistics

Volumn 3, Issue 2, 2009, Pages 521-541

  Fan, Jianqing ^a   Feng, Yang ^a   Wu, Yichao ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Adaptive LASSO; Covariance selection; Gaussian concentration graphical model; Genetic network; LASSO; Precision matrix; SCAD

Indexed keywords

EID: 73949117731     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/08-AOAS215     Document Type: Article

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