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

2008/07/16 by Peter Bühlmann, Lukas Meier · 3 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Financial Risk and Volatility Modeling #Statistical Methods and Inference #math.ST #stat.TH

paper · pdf · doi:10.1214/07-aos0316a

published as Annals of Statistics 2008, Vol. 36, No. 4, 1534-1541 · Published in at http://dx.doi.org/10.1214/07-AOS0316A the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

openalex publication_date 2008/07/16 · arxiv created 2008/08/07 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Hui Zou and Runze Li ought to be congratulated for their nice and interesting work which presents a variety of ideas and insights in statistical methodology, computing and asymptotics.

Citations

• One-step sparse estimates in nonconcave penalized likelihood models
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Least angle regression
• The Group Lasso for Logistic Regression
• The sparsity and bias of the Lasso selection in high-dimensional linear regression
• Large-Scale Bayesian Logistic Regression for Text Categorization

Cited by

• One-step sparse estimates in nonconcave penalized likelihood models
• Least angle and ℓ1 penalized regression: A review
• Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
• Variable selection in nonparametric additive models