On the distribution of the adaptive LASSO estimator

Journal of Statistical Planning and Inference

Volumn 139, Issue 8, 2009, Pages 2775-2790

  Pötscher, Benedikt M ^a   Schneider, Ulrike ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Adaptive LASSO; Asymptotic distribution; Estimation of distribution; Finite sample distribution; LASSO; Nonnegative garotte; Oracle property; Penalized maximum likelihood; Uniform consistency

Indexed keywords

EID: 67349177002     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.01.003     Document Type: Article

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