Confidence intervals in regression centred on the SCAD estimator

DOI10.1016/J.SPL.2012.06.027zbMath1312.62087arXiv1203.1093OpenAlexW2963124789MaRDI QIDQ712527

Davide Farchione, Paul V. Kabaila

Publication date: 17 October 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.1093

zbMATH Keywords

prior informationinterval estimatorsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information

Cites Work

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• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayesian analysis of a three-component hierarchical design model

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