The finite sample properties of sparse M-estimators with pseudo-observations
type: Item
instance of: scholarly article
title: The finite sample properties of sparse M-estimators with pseudo-observations
author: Benjamin Poignard
author: Jean-David Fermanian
published in: Annals of the Institute of Statistical Mathematics
publication date: 2022-02-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7473252
zbMATH Keywords: copulas
zbMATH Keywords: non-convex regularizer
zbMATH Keywords: pseudo-observations
zbMATH Keywords: statistical consistency
describes a project that uses: spcov
MaRDI profile type: Publication
full work available at URL: s10463-021-00785-4
OpenAlex ID: W3156926958
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DOI: 10.1007/S10463-021-00785-4
description: scientific article; zbMATH DE number 7473252