Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space (Q6968533)

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scientific article; zbMATH DE number 8055513
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    Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
    scientific article; zbMATH DE number 8055513

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      Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space (English)
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      24 June 2025
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      inference on the boundary
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      penalized likelihood
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      ARCH models
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      Lasso
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      SCAD
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