Weak Convergence of the Regularization Path in Penalized M-Estimation
Work
Year: 2010
Type: article
Abstract: We consider an estimator $\hbbeta_n(t)$ defined as the element $\bphi\in\bPhi$ minimizing a contrast process $\pencontrast(\bphi, t)$ for each t. We give some general results for deriving the weak con... more
Institutions Renault (France), Centre National de la Recherche Scientifique, Télécom Paris, Laboratoire Traitement et Communication de l’Information
Cites: 24
Cited by: 7
Related to: 10
FWCI: 1.289
Citation percentile (by year/subfield): 49.48
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green