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

Abstract

Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models'' [arXiv:0808.1012]

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)

References in corpus (1)

• The sparsity and bias of the Lasso selection in high-dimensional linear regression

Cited by in corpus (1)

• Least angle and ${\ell }_1$ penalized regression: A review