Oracle estimation of parametric models under boundary constraints

DOI10.1111/BIOM.12520zbMATH Open1390.62318OpenAlexW2339812587WikidataQ48058671 ScholiaQ48058671MaRDI QIDQ5355241FDOQ5355241

Authors: Kin-Yau Wong, Y. Goldberg, J. P. Fine 

Publication date: 7 September 2017

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12520

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zbMATH Keywords

maximum likelihoodselection consistencypenalizationorder restrictionsparametric modelsconstrained parameter space

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07)

Cited In (4)

• Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
• Strong oracle optimality of folded concave penalized estimation
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
• Oracle estimation of parametric transformation models

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