Confidence sets based on penalized maximum likelihood estimators in gaussian regression

Electronic Journal of Statistics

Volumn 4, Issue , 2010, Pages 334-360

  Pötscher, Benedikt M ^a   Schneider, Ulrike ^b  

^a UNIVERSITY OF VIENNA   (Austria)

^b UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Adaptive Lasso; Confidence set; Coverage probability; Hard thresholding; Lasso; Model selection; Penalized least squares; Penalized maximum likelihood; Soft thresholding; Sparsity

Indexed keywords

EID: 79957601224     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-EJS523     Document Type: Article

References (11)

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