973 citations · 4.4k across the 28 of their papers we have counts for
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math.ST2008★ 686 cited
One-step sparse estimates in nonconcave penalized likelihood models
Hui Zou, Runze Li
Fan and Li propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood estimators enjoy the oracle…
math.ST2008★ 614 cited
Composite quantile regression and the oracle Model Selection Theory
Hui Zou, Ming Yuan
Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle…