Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055): Difference between revisions

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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Statistical View of Some Chemometrics Regression Tools
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+Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
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+Asymptotics for Lasso-type estimators.
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Confidence sets based on sparse estimators are necessarily large
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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 the adaptive LASSO estimator
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+Q4864293
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+The Adaptive Lasso and Its Oracle Properties
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