Discussion: One-step Sparse Estimates in Nonconcave Penalized Likelihood Models: Who Cares if It Is a White cat or a Black cat?

Meng, Xiao-li2009-04-072008Meng, Xiao-Li. 2008. Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat? Annals of Statistics 36(4): 1542-1552.0090-5364http://nrs.harvard.edu/urn-3:HUL.InstRepos:2787019en-USDiscussion: One-step Sparse Estimates in Nonconcave Penalized Likelihood Models: Who Cares if It Is a White cat or a Black cat?10.1214/07-AOS0316B