Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

• 成果类型: Editorial Material
• 署名作者: Zou, Hui; Li, Runze
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/07-AOS0316REJ
• 发表日期: 2008
• 页码: 1561-1566
• 关键词: least angle regression; variable selection; oracle properties; Lasso; Consistency