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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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Detalles Bibliográficos
Autores principales: Zou, Hui, Li, Runze
Formato: Artigo
Lenguaje:Inglês
Publicado: 2008
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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