Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643)
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scientific article; zbMATH DE number 6626833
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| English | Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models |
scientific article; zbMATH DE number 6626833 |
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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (English)
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13 September 2016
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panel data
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Lasso
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oracle inequality
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sup-norm bounds
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high-dimensional models
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weak sparsity
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correlated random effects
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Mundlak-Chamberlain
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variable selection
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uniform inference
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0.8369272947311401
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0.7871047258377075
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0.7644928693771362
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0.7550519108772278
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0.7528482675552368
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