On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925)
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scientific article; zbMATH DE number 5608048
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| English | On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding |
scientific article; zbMATH DE number 5608048 |
Statements
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (English)
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28 September 2009
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penalized maximum likelihood
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LASSO
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SCAD
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thresholding
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post-model-selection estimator
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finite-sample distribution
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asymptotic distribution
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oracle property
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estimation of distribution
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uniform consistency
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0.8587834239006042
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0.8322416543960571
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0.8141913414001465
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0.7871574759483337
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0.784142017364502
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