Confidence intervals in regression centred on the SCAD estimator

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

zbMATH Keywords

prior informationinterval estimatorsmoothly clipped absolute deviation

Mathematics Subject Classification ID

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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