Variable Selection via Nonconcave Penalized Likelihood and its ...

The proposed methods select variables and estimate coefficients simultaneously. Hence they enable us to construct confidence intervals for estimated parameters.

Variable Selection via Nonconcave Penalized. Likelihood and its Oracle Properties. Jianqing Fan and Runze Li. Variable selection is fundamental to high ...

Variable Selection via Nonconcave Penalized Likelihood and Its ...

Note: This is not continuous. Jianqing Fan and Runze Li (Presented by Dani Tucker). Variable Selection via Nonconcave Penalized Likelihood and Its Oracle ...

Variable Selection via Nonconcave Penalized Likelihood and its ...

Variable Selection via Nonconcave Penalized Likelihood and its. Oracle Properties by Jianqing Fan and Runze Li (2001). Presented by Yang Zhao.

Fan, J. and Li, R. (2001) Variable Selection via Nonconcave ...

Fan, J. and Li, R. (2001) Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties. Journal of the American Statistical Association, ...

Variable selection via nonconcave penalized likelihood and its ...

We propose a simultaneous structure estimation and variable selection method, which can do simultaneous coefficient estimation and three types of selections.

[PDF] Variable Selection via Nonconcave Penalized Likelihood and ...

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties · Topics · 8,621 Citations · 27 References · Related Papers ...

Paper 1 Variable Selection via Nonconcave Penalized Likelihood ...

Paper 1 Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. Fan and Li (2001). 1.1 Abstract: Variable selection，stepwise selection ...

Variable Selection via Nonconcave Penalized Likelihood and i

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. Author & abstract; Download; 1384 Citations; Related works & more; Corrections ...

Variable Selection via Nonconcave Penalized Likelihood and Its ...

Request PDF | Variable Selection via Nonconcave Penalized Likelihood and Its Oracle Properties | Variable selection is fundamental to ...

Variable Selection via Nonconcave Penalized Likelihood and its ...

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. https://doi.org/10.1198/016214501753382273 · Full text. Journal: Journal of ...

Variable Selection via Nonconcave Penalized Likelihood and its ...

By Jianqing Fan and Li R.; Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties.

Variable Selection via Nonconcave Penalized Likelihood and its ...

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties. Fan, J. & Li, R. Journal of the American Statistical Association, 96(456) ...

Nonconcave penalized likelihood with a diverging number of ... - arXiv

A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate ...

One-step sparse estimates in nonconcave penalized likelihood ...

Fan and Li propose a family of variable selection methods via penal- ized likelihood using concave penalty functions. The nonconcave penalized.

One-step Sparse Estimates in Nonconcave Penalized Likelihood ...

Fan & Li (2001) propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood ...

nonconcave penalized likelihood with a diverging number of ...

To overcome the inefficiency of traditional variable selection procedures, Fan and Li (2001) proposed a unified approach via nonconcave penalized least squares.

One-Step Sparse Estimates in Nonconcave Penalized Likelihood ...

Soc. Ser. B 61 927-943. MR 1722248. [10] Fan, J. and Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. J. Amer ...

Variable selection for recurrent event data via nonconcave ...

Fan J, Li R (2001) Variable selection via nonconcave penalized likelihood and its oracle properties. J Am Stat Assoc 96: 1348–1360. Article ...

Variable Selection for Panel Count Data via Non-Concave ... - jstor

Variable selection via non concave penalized likelihood and its oracle properties. 1 Amer. Statist. Assoc. 96. 1348-1360. Fan, J. & Li, R. (2004). New ...