The finite sample properties of sparse M-estimators with pseudo-observations
B. Poignard, J-D. Fermanian
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Poignard, Benjamin ; Fermanian, Jean-David |
| Publisher: |
[Palaiseau] : Center for Research in Economics and Statistics |
| Subject: | Non-convex regularizer | copulas | pseudo-observations | statistical consistency | exponential bounds | Schätztheorie | Estimation theory | Multivariate Verteilung | Multivariate distribution | Stichprobenerhebung | Sampling | Statistische Methodenlehre | Statistical theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
freely available
| Extent: | 1 Online-Ressource (circa 38 Seiten) |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2019, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Abweichender Titel: Non-convex M-estimation with pseudo-observations |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012237251