This paper studies the asymptotic and nite-sample performance ofpenalized regression methods when different selectors of theregularization parameter are used under the assumption that the truemodel is, or is not, included among the candidate model. In the lattersetting, we relax assumptions in...

This paper studies the asymptotic and nite-sample performance of penalized regression methods when different selectors of the regularization parameter are used under the assumption that the true model is, or is not, included among the candidate model. In the latter setting, we relax assumptions...

Although the histogram is the most widely used density estimator, it is well--known that the appearance of a constructed histogram for a given bin width can change markedly for different choices of anchor position. In this paper we construct a stability index $G$ that assesses the potential...