Lanean...

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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Zou, Hui, Li, Runze
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: 2008
Gaiak:
Sarrera elektronikoa: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
Etiketak: Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!