Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	4685–4702
Journal	Communications in Statistics: Simulation and Computation
Volume	53
Issue number	10
DOIs	https://doi.org/10.1080/03610918.2022.2155308
Publication status	Published - 2024
Externally published	Yes

Access to Document

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title = "Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling",

author = "Mengfei Ran and Lin Xu",

year = "2024",

doi = "10.1080/03610918.2022.2155308",

language = "English",

volume = "53",

pages = "4685–4702",

journal = "Communications in Statistics: Simulation and Computation",

issn = "0361-0918",

number = "10",

}

TY - JOUR

T1 - Robust variable selection via nonconcave penalties with an upgraded parsimonious dynamic covariance modeling

AU - Ran, Mengfei

AU - Xu, Lin

PY - 2024

Y1 - 2024

U2 - 10.1080/03610918.2022.2155308

DO - 10.1080/03610918.2022.2155308

M3 - Article

SN - 0361-0918

VL - 53

SP - 4685

EP - 4702

JO - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

IS - 10

ER -