Lasso maximum likelihood estimation of parametric models with singular information matrices
Year of publication: |
2018
|
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Authors: | Jin, Fei ; Lee, Lung-Fei |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 6.2018, 1, p. 1-24
|
Publisher: |
Basel : MDPI |
Subject: | penalized maximum likelihood | singular information matrix | lasso | oracle properties |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics6010008 [DOI] 1019659041 [GVK] hdl:10419/195445 [Handle] |
Classification: | C13 - Estimation ; c18 ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
-
Lasso maximum likelihood estimation of parametric models with singular information matrices
Jin, Fei, (2018)
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On the distribution of the adaptive LASSO estimator
Pötscher, Benedikt M., (2007)
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Distributional results for thresholding estimators in high-dimensional Gaussian regression models
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