Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?

DOI10.1214/07-AOS0316BzbMath1282.62104arXiv0808.1016OpenAlexW3099027491MaRDI QIDQ939652

Xiao-Li Meng

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/0808.1016

Mathematics Subject Classification ID

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)

Related Items

Achieving the oracle property of OEM with nonconvex penalties ⋮ A penalized likelihood method for structural equation modeling ⋮ Decoding the h-likelihood

Uses Software

• EBayesThresh

Cites Work

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