Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643)

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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
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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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