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並前往https://projecteuclid.org/journals/annals-of-statistics/volume-32/issue-3/Nonconcave-penalized-likelihood-with-a-diverging-number-of-parameters/10.1214/009053604000000256.short

Nonconcave penalized likelihood with a diverging number of ...

A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate ...

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