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Confidence sets centered at \(C_ p\)-estimators - MaRDI portal

Confidence sets centered at \(C_ p\)-estimators (Q1817404)

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scientific article; zbMATH DE number 952791
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English
Confidence sets centered at \(C_ p\)-estimators
scientific article; zbMATH DE number 952791

    Statements

    Confidence sets centered at \(C_ p\)-estimators (English)
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    6 March 1997
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    geometrical loss
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    locally uniform asymptotics
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    Cp-estimator
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    discretized signal
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    squared error loss
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    unbiased estimator
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    variable-selection
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    asymptotic coverage probability
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