Detail

On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding.

Author(s)
Benedikt Pötscher, Hannes Leeb
Organisation(s)
Department of Statistics and Operations Research
Journal
Journal of Multivariate Analysis
Volume
100
Pages
2065-2082
No. of pages
18
ISSN
0047-259X
Publication date
2009
Peer reviewed
Yes
Austrian Fields of Science 2012
101029 Mathematical statistics
Portal url
https://ucris.univie.ac.at/portal/en/publications/on-the-distribution-of-penalized-maximum-likelihood-estimators-the-lasso-scad-and-thresholding(e7c203bb-c8f5-4889-9846-8253fd09669d).html