Confidence intervals in regression centred on the SCAD estimator
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Publication:712527
DOI10.1016/j.spl.2012.06.027zbMath1312.62087arXiv1203.1093OpenAlexW2963124789MaRDI QIDQ712527
Davide Farchione, Paul V. Kabaila
Publication date: 17 October 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.1093
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15)
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