Sparse estimators and the oracle property, or the return of Hodges' estimator
Year of publication: |
2008
|
---|---|
Authors: | Leeb, Hannes ; Pötscher, Benedikt M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 201-211
|
Subject: | Schätztheorie | Estimation theory |
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