Combined-penalized likelihood estimations with a diverging number of parameters
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Publication:3179246
DOI10.1080/02664763.2013.868415zbMath1352.62115OpenAlexW1974639773MaRDI QIDQ3179246
Mingqiu Wang, Ying Xu, Ying Dong, Lixin Song
Publication date: 21 December 2016
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2013.868415
asymptotic normalityBayesian information criterionvariable selectionoracle propertycombined-penalization
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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