most citedSparse Estimators and the Oracle Property, or the Return of Hodges' Estimator

239 citations

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2 papers

math.DG2008

AHS-structures and affine holonomies

Andreas Cap

We show that a large class of non-metric, non-symplectic affine holonomies can be realized, uniformly and without case by case considerations, by Weyl connections associated to the…

math.ST2007★ 239 cited

Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator

Hannes Leeb, Benedikt M. Poetscher

We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges'…