44 citations · 116 across the 14 of their papers we have counts for
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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…
math.PR2007★ 2 cited
Learning Trigonometric Polynomials from Random Samples and Exponential Inequalities for Eigenvalues of Random Matrices
Karlheinz Groechenig, Benedikt M. Poetscher, Holger Rauhut
Motivated by problems arising in random sampling of trigonometric polynomials, we derive exponential inequalities for the operator norm of the difference between the sample second…