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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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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2008
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| Soggetti: | |
| Accesso online: | 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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