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

2008/07/16 by Hui Zou, Runze Li · 1 citation
Environmental Science · Mathematics · #Soil Geostatistics and Mapping #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #math.ST #stat.TH

paper · pdf · doi:10.1214/07-aos0316rej

published as Annals of Statistics 2008, Vol. 36, No. 4, 1561-1566 · Published in at http://dx.doi.org/10.1214/07-AOS0316REJ 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 2026/08/01

Abstract

We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work. The discussants raised a number of issues from theoretical as well as computational perspectives. Our rejoinder will try to provide some insights into these issues and address specific questions asked by the discussants.

Citations

• One-step sparse estimates in nonconcave penalized likelihood models
• Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery
• Nonconcave penalized likelihood with a diverging number of parameters
• Variable selection in semiparametric regression modeling
• Rejoinder to "Least angle regression" by Efron et al
• Optimal predictive model selection

Cited by

• One-step sparse estimates in nonconcave penalized likelihood models