Runze Li
Pennsylvania State University
1 paper in the Anchorcite directory, published in 2001, cited 9,290 times in total.
ORCID profileResearch topics
- Statistical Methods and Inference · 1 paper
- Advanced Statistical Methods and Models · 1 paper
- Statistical and numerical algorithms · 1 paper
Frequent co-authors
- Jianqing Fan · 1 paper
Papers
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle PropertiesJournal of the American Statistical Association · 2001 · 9,290 citations
Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which can be computationally expensive and ignore stochastic errors in the variable selection process. In this article, penalized likelihood approaches are…
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