Androulakis, E.; Koukouvinos, C.; Vonta, F. - In: Statistica Neerlandica 68 (2014) 4, pp. 276-292
type="main" xml:id="stan12033-abs-0001"In recent years, we have seen an increased interest in the penalized likelihood methodology, which can be efficiently used for shrinkage and selection purposes. This strategy can also result in unbiased, sparse, and continuous estimators. However, the...