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On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.
Pötscher, Benedikt M., (2007)
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Leeb, Hannes, (2005)
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Leeb, Hannes, (2012)