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://ucrisportal.univie.ac.at/en/publications/on-the-distribution-of-penalized-maximum-likelihood-estimators-the-lasso-scad-and-thresholding(e7c203bb-c8f5-4889-9846-8253fd09669d).html