Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors

DOI10.1016/J.CSDA.2025.108206MaRDI QIDQ6922217zbMATH OpenFDO

Authors Seo Young Park, Byungtae Seo

Publication date 1 October 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2025.108206

zbMATH Keywords

variable selectionpenalized likelihoodoracle propertyNPMLEnonparametric mixtures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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