Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Jianqing Fan, Runze Li

Type: Article

Publication Date: 2001-12-01

Citations: 8449

DOI: https://doi.org/10.1198/016214501753382273

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Locations

Journal of the American Statistical Association - View

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+	The Stochastic Difference Between Econometric Statistics	1988	Peter M. Robinson
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