Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models

29 June 2011

Papers citing "Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models"

4 / 4 papers shown

Title
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 282 3,543 0 25 Feb 2010
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression B. M. Potscher U. Schneider 131 54 0 10 Jun 2008
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding B. M. Potscher Hannes Leeb 107 177 0 05 Nov 2007
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator Hannes Leeb Benedikt M. Poetscher 249 235 0 11 Apr 2007