Partial Consistency with Sparse Incidental Parameters

DOI10.5705/SS.202017.0027zbMath1406.62075arXiv1210.6950OpenAlexW2962727457WikidataQ90679379 ScholiaQ90679379MaRDI QIDQ4558605

Runlong Tang, Xiaofeng Shi, Jianqing Fan

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.6950

zbMATH Keywords

structural parameteroracle propertytwo-step estimationpenalized estimationpartial consistencysparse incidental parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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