Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
, 2007 We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges' estimator.
Benedikt M. Pötscher +28 more
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Estimadores compuestos en estadística regional: una aplicación a la estimación de la tasa de variación de la ocupación en la industria [PDF]
, 2002 Este trabajo es parte de un proyecto que estudia la aplicación de estimadores compuestos (combinación de estimadores directos e indirectos) para áreas pequeñas en estadística regional.
Costa, Àlex, Satorra, A., Ventura, Eva
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Improving the Robustness of Variable Selection and Predictive Performance of Regularized Generalized Linear Models and Cox Proportional Hazard Models. [PDF]
Mathematics (Basel), 2023 Hong F, Tian L, Devanarayan V.
europepmc +1 more source
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression
, 2010 Confidence intervals based on penalized maximum likelihood estimators such as the LASSO, adaptive LASSO, and hard-thresholding are analyzed. In the known-variance case, the finite-sample coverage properties of such intervals are determined and it is ...
Pötscher, Benedikt M. +1 more
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Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data [PDF]
In ridge regression the estimation of the ridge parameter is an important issue. This paper generalizes some methods for estimating the ridge parameter for probit ridge regression (PRR) model based on the work of Kibria et al. (2011).
Locking, Håkan +2 more
core
New Liu Estimators for the Poisson Regression Model: Method and Application [PDF]
A new shrinkage estimator for the Poisson model is introduced in this paper. This method is a generalization of the Liu (1993) estimator originally developed for the linear regression model and will be generalised here to be used instead of the classical
Kibria, B. M. Golam +3 more
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A robust and efficient variable selection method for linear regression. [PDF]
J Appl Stat, 2022 Yang Z, Fu L, Wang YG, Dong Z, Jiang Y.
europepmc +1 more source
Online inference in high-dimensional generalized linear models with streaming data. [PDF]
Electron J Stat, 2023 Luo L, Han R, Lin Y, Huang J.
europepmc +1 more source
Testability of high-dimensional linear models with nonsparse structures. [PDF]
Ann Stat, 2022 Bradic J, Fan J, Zhu Y.
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DOUBLY DEBIASED LASSO: HIGH-DIMENSIONAL INFERENCE UNDER HIDDEN CONFOUNDING. [PDF]
Ann Stat, 2022 Guo Z, Ćevid D, Bühlmann P.
europepmc +1 more source