@inproceedings{jianqing2004nonconcave,
title={Nonconcave penalized likelihood with a diverging number of parameters},
author={Jianqing Fan, and Heng Peng},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113224843378812},
booktitle={The Annals of Statistics},
volume={32},
number={3},
pages={928-961},
year={2004},
}
Jianqing Fan, and Heng Peng. Nonconcave penalized likelihood with a diverging number of parameters. 2004. Vol. 32. In The Annals of Statistics. pp.928-961. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221113224843378812.