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One-step sparse estimates in nonconcave penalized likelihood models
AIC BIC LASSO one-step estimator oracle properties SCAD
2010/4/30
Fan and Li propose a family of variable selection methods via penalized
likelihood using concave penalty functions. The nonconcave
penalized likelihood estimators enjoy the oracle properties, but ma...
Discussion: One-step sparse estimates in nonconcave penalized likelihood models
Discussion One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
Hui Zou and Runze Li ought to be congratulated for their nice and interesting
work which presents a variety of ideas and insights in statistical
methodology, computing and asymptotics.
We agree wit...
Discussion:One-step sparse estimates in nonconcave penalized likelihood models:Who cares if it is a white cat or a black Cat?
One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
An insider’s minor comments. Section 2.3 seems to be the reason
that I am a discussant. There, it was first stated that the proposed LLA
algorithm is an instance of the MM algorithm, as termed by La...
Rejoinder:One-step sparse estimates in nonconcave penalized likelihood models
Rejoinder One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
We would like to take this opportunity to thank the discussants
for their thoughtful comments and encouragements on our work. The
discussants raised a number of issues from theoretical as well as co...