Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926): Difference between revisions
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Revision as of 01:02, 20 February 2024
scientific article
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English | Nonconcave penalized likelihood with a diverging number of parameters. |
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Nonconcave penalized likelihood with a diverging number of parameters. (English)
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15 September 2004
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model selection
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nonconcave penalized likelihood
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diverging parameters
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oracle property
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asymptotic normality
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standard errors
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likelihood ratio statistic
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