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"On the distribution of penalized maximum likelihood estimators: The LASSO, ..."
Benedikt M. Pötscher, Hannes Leeb (2009)
- Benedikt M. Pötscher, Hannes Leeb:
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. J. Multivar. Anal. 100(9): 2065-2082 (2009)
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