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Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty

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  • Stéphane Chrétien
  • Alfred Hero
  • Hervé Perdry

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  • Stéphane Chrétien & Alfred Hero & Hervé Perdry, 2012. "Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 791-809, August.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:4:p:791-809
    DOI: 10.1007/s10463-011-0333-x
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    References listed on IDEAS

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    1. Hunter D.R. & Lange K., 2004. "A Tutorial on MM Algorithms," The American Statistician, American Statistical Association, vol. 58, pages 30-37, February.
    2. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    3. Khalili, Abbas & Chen, Jiahua, 2007. "Variable Selection in Finite Mixture of Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1025-1038, September.
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