Mixed-rates asymptotics
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Publication:2477061
DOI10.1214/009053607000000668zbMath1131.62017arXiv0803.1942OpenAlexW3102884799MaRDI QIDQ2477061
Publication date: 12 March 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0803.1942
empirical processesM-estimatorsrates of convergencelimiting distributionnonstandard asymptoticsLasso\(k\)-meanspartial splinesShorthsingular quadratic approximation
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Functional limit theorems; invariance principles (60F17)
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