Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Fan, Jianqing; Li, Runze

doi:10.1198/016214501753382273

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Author(s): Jianqing Fan , Runze Li

Publication date Created: December 2001

Publication date (Print): December 2001

Journal: Journal of the American Statistical Association

Publisher: Informa UK Limited

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Title: Journal of the American Statistical Association

Abbreviated Title: Journal of the American Statistical Association

Publisher: Informa UK Limited

ISSN (Print): 0162-1459

ISSN (Electronic): 1537-274X

Publication date Created: December 2001

Publication date (Print): December 2001

Volume: 96

Issue: 456

Pages: 1348-1360

Article

DOI: 10.1198/016214501753382273

SO-VID: 59c14a00-e479-411d-9874-63484a86cb20

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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