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 computational perspectives. Our rejoinder will try to provide some insights into these issues and address specific questions asked by the discussants.
"Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models." Ann. Statist. 36 (4) 1561 - 1566, August 2008. https://doi.org/10.1214/07-AOS0316REJ