A Necessary Condition for the Strong Oracle Property
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Publication:2815602
DOI10.1111/sjos.12195zbMath1384.62233OpenAlexW2180887722MaRDI QIDQ2815602
Sangmi Han, Yongdai Kim, Jong-June Jeon
Publication date: 29 June 2016
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12195
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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