DISCUSSION: A SIGNIFICANCE TEST FOR THE LASSO
成果类型:
Editorial Material
署名作者:
Fan, Jianqing; Ke, Zheng Tracy
署名单位:
Princeton University
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/13-AOS1175C
发表日期:
2014
页码:
483-492
关键词:
nonconcave penalized likelihood
variable selection
np-dimensionality
oracle properties
linear-models