Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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Publication:939651
DOI10.1214/07-AOS0316AzbMath1282.62096arXiv0808.1013OpenAlexW2025888759MaRDI QIDQ939651
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/0808.1013
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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