Likelihood-Based Selection and Sharp Parameter Estimation
نویسندگان
چکیده
منابع مشابه
Likelihood-based selection and sharp parameter estimation.
In high-dimensional data analysis, feature selection becomes one means for dimension reduction, which proceeds with parameter estimation. Concerning accuracy of selection and estimation, we study nonconvex constrained and regularized likelihoods in the presence of nuisance parameters. Theoretically, we show that constrained L(0)-likelihood and its computational surrogate are optimal in that the...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2012
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2011.645783