Partial Consistency with Sparse Incidental Parameters (Q4558605)
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scientific article; zbMATH DE number 6983073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial Consistency with Sparse Incidental Parameters |
scientific article; zbMATH DE number 6983073 |
Statements
Partial Consistency with Sparse Incidental Parameters (English)
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22 November 2018
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oracle property
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partial consistency
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penalized estimation
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sparse incidental parameter
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structural parameter
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two-step estimation
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