Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
+Normal rank
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+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62N02 / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6589304
@@ Property / zbMATH DE Number: 6589304 / rank @@
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@@ Property / zbMATH Keywords @@
+oracle property
@@ Property / zbMATH Keywords: oracle property / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparsity
@@ Property / zbMATH Keywords: sparsity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+penalized maximum likelihood
@@ Property / zbMATH Keywords: penalized maximum likelihood / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+penalized least squares
@@ Property / zbMATH Keywords: penalized least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hodges' estimator
@@ Property / zbMATH Keywords: Hodges' estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+SCAD
@@ Property / zbMATH Keywords: SCAD / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lasso
@@ Property / zbMATH Keywords: Lasso / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bridge estimator
@@ Property / zbMATH Keywords: bridge estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hard-thresholding
@@ Property / zbMATH Keywords: hard-thresholding / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximal risk
@@ Property / zbMATH Keywords: maximal risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+maximal absolute bias
@@ Property / zbMATH Keywords: maximal absolute bias / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonuniform limits
@@ Property / zbMATH Keywords: nonuniform limits / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2019473361
@@ Property / OpenAlex ID: W2019473361 / rank @@
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@@ Property / arXiv ID @@
+.1466
@@ Property / arXiv ID: 0704.1466 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent covariate selection and post model selection inference in semiparametric regression.
+Normal rank
@@ Property / cites work @@
+Covariate selection for semiparametric hazard function regression models
+Normal rank
@@ Property / cites work @@
+Variable selection for multivariate failure time data
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Variable selection for Cox's proportional hazards model and frailty model
+Normal rank
@@ Property / cites work @@
+New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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@@ Property / cites work @@
+Nonconcave penalized likelihood with a diverging number of parameters.
+Normal rank
@@ Property / cites work @@
+The risk inflation criterion for multiple regression
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@@ Property / cites work @@
+A Statistical View of Some Chemometrics Regression Tools
+Normal rank
@@ Property / cites work @@
+Q5543905
@@ Property / cites work: Q5543905 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219620
@@ Property / cites work: Q3219620 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4178373
@@ Property / cites work: Q4178373 / rank @@
+Normal rank
@@ Property / cites work @@
+ON VARIABLE SELECTION IN LINEAR REGRESSION
@@ Property / cites work: ON VARIABLE SELECTION IN LINEAR REGRESSION / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3678499
@@ Property / cites work: Q3678499 / rank @@
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
+Normal rank
@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3713443
@@ Property / cites work: Q3713443 / rank @@
+Normal rank
@@ Property / cites work @@
+Selection of the number of regression variables; A minimax choice of generalized FPE
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3813073
@@ Property / cites work: Q3813073 / rank @@
+Normal rank
@@ Property / cites work @@
+Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:290948