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. Author manuscript; available in PMC: 2011 Nov 10.
Published in final edited form as: Ann Appl Stat. 2011 Jan 1;5(1):232–253. doi: 10.1214/10-AOAS388

Fig. 2.

Fig. 2

Example MCP coefficient paths for simulated data where p > n. The shaded region is the region in which the objective function is not locally convex. Note that the solutions are continuous and stable in the locally convex regions, but discontinuous and erratic otherwise.