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One-step Sparse Estimates in Nonconcave Penalized Likelihood Models
Fan & Li (2001) propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood estimators enjoy the oracle properties, but maximizing the penalized likelihood function is computationally challenging, because the object...
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| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
2008
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| Materias: | |
| Acceso en línea: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2759727/ https://ncbi.nlm.nih.gov/pubmed/19823597 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/009053607000000802 |
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