On Hodges' superefficiency and merits of oracle property in model selection

DOI10.1007/s10463-018-0670-0zbMath1433.62182arXiv1608.03081OpenAlexW3104670652MaRDI QIDQ2330527

Xianyi Wu, Xian Zhou

Publication date: 22 October 2019

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03081

zbMATH Keywords

model selectionsuperefficiencyoracle propertyHodges' estimatorpenalized maximum likelihood/least squares

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02)

Related Items (1)

On consistency for time series model selection

Uses Software

• glmnet

Cites Work

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