10 citations · 10 across the 1 of their papers we have counts for
2 papers
stat.ME2018
Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
Hannes Leeb, Benedikt M. Pötscher, Danijel Kivaranovic
This is a comment on the article mentioned in the title.
math.ST2007★ 10 cited
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding
Benedikt M. Potscher, Hannes Leeb
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the c…