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62E15 Penalized maximum likelihood LASSO SCAD Thresholding Post-model-selection estimator Finite-sample distribution Asymptotic distribution Oracle property Estimation of distribution Uniform consistency
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On variable selection in linear regression
Kabaila, Paul
- In:
Econometric theory
18
(
2002
)
4
,
pp. 913-925
Persistent link: https://www.econbiz.de/10001687480
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Valid confidence intervals in regression after variable selection
Kabaila, Paul
- In:
Econometric theory
14
(
1998
)
4
,
pp. 463-482
Persistent link: https://www.econbiz.de/10001248239
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