On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925): Difference between revisions

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Latest revision as of 23:37, 1 July 2024

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On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
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    On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (English)
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    28 September 2009
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    penalized maximum likelihood
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    LASSO
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    SCAD
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    thresholding
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    post-model-selection estimator
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    finite-sample distribution
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    asymptotic distribution
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    oracle property
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    estimation of distribution
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    uniform consistency
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