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Model selection by LASSO methods in a change-point model
Ciuperca, Gabriela
- In:
Statistical Papers
55
(
2014
)
2
,
pp. 349-374
estimator) and of the adaptive LASSO estimators are studied. For this last estimator the
Oracle
properties
are proved. In both …
Persistent link: https://www.econbiz.de/10010794862
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