Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:55, 4 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sparse estimators and the oracle property, or the return of Hodges' estimator |
scientific article |
Statements
Sparse estimators and the oracle property, or the return of Hodges' estimator (English)
0 references
3 June 2016
0 references
oracle property
0 references
sparsity
0 references
penalized maximum likelihood
0 references
penalized least squares
0 references
Hodges' estimator
0 references
SCAD
0 references
Lasso
0 references
bridge estimator
0 references
hard-thresholding
0 references
maximal risk
0 references
maximal absolute bias
0 references
nonuniform limits
0 references