Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948)
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scientific article; zbMATH DE number 6589304
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| English | Sparse estimators and the oracle property, or the return of Hodges' estimator |
scientific article; zbMATH DE number 6589304 |
Statements
Sparse estimators and the oracle property, or the return of Hodges' estimator (English)
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3 June 2016
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oracle property
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sparsity
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penalized maximum likelihood
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penalized least squares
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Hodges' estimator
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SCAD
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Lasso
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bridge estimator
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hard-thresholding
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maximal risk
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maximal absolute bias
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nonuniform limits
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0.8088337182998657
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0.8020276427268982
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0.7997450232505798
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0.7927829623222351
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