Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sparse estimators and the oracle property, or the return of Hodges' estimator
scientific article

    Statements

    Sparse estimators and the oracle property, or the return of Hodges' estimator (English)
    0 references
    0 references
    3 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    oracle property
    0 references
    sparsity
    0 references
    penalized maximum likelihood
    0 references
    penalized least squares
    0 references
    Hodges' estimator
    0 references
    SCAD
    0 references
    Lasso
    0 references
    bridge estimator
    0 references
    hard-thresholding
    0 references
    maximal risk
    0 references
    maximal absolute bias
    0 references
    nonuniform limits
    0 references
    0 references
    0 references