On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
A. Chatterjee; S. Gupta; S. N. Lahiri
| Year of publication: |
2015
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|---|---|
| Authors: | Chatterjee, Arindam ; Gupta, S. ; Lahiri, S. N. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 2, p. 317-324
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| Subject: | Asymptotic uniform linearity | Brownian bridge | Oracle property | Prediction intervals | Regularization | Weak convergence | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011349472