Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

DOI10.1198/016214501753382273zbMath1073.62547OpenAlexW2074682976MaRDI QIDQ4468342

Jianqing Fan, Run-Ze Li

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501753382273

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12)