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Fan and Li propose a family of variable selection methods via penalized likelihood using concave penalty functions. The nonconcave penalized likelihood estimators enjoy the oracle properties, but ma...
Hui Zou and Runze Li ought to be congratulated for their nice and interesting work which presents a variety of ideas and insights in statistical methodology, computing and asymptotics. We agree wit...
An insider’s minor comments. Section 2.3 seems to be the reason that I am a discussant. There, it was first stated that the proposed LLA algorithm is an instance of the MM algorithm, as termed by La...
We would like to take this opportunity to thank the discussants for their thoughtful comments and encouragements on our work. The discussants raised a number of issues from theoretical as well as co...

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