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

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