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On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding
Poetscher, Benedikt M., Leeb, HannesYear:
2007
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1027629
File:
PDF, 347 KB
english, 2007