On the distribution of the adaptive LASSO estimator (Q1022011)
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scientific article
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| English | On the distribution of the adaptive LASSO estimator |
scientific article |
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On the distribution of the adaptive LASSO estimator (English)
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9 June 2009
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penalized maximum likelihood
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LASSO
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adaptive LASSO
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nonnegative garotte
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finite-sample distribution
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asymptotic distribution
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oracle property
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estimation of distributions
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uniform consistency
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0.8587834239006042
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0.8463626503944397
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0.8452754616737366
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0.8433050513267517
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0.8385682702064514
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