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On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
Benedikt M. Pötscher, Hannes LeebVolume:
100
Year:
2009
Language:
english
Pages:
18
DOI:
10.1016/j.jmva.2009.06.010
File:
PDF, 1.04 MB
english, 2009