Oracle model selection for correlated data via residuals

Article (Web of Science)

• cited authors: Nguyen, H.; Shao, Q.

authors

• Nguyen, Hanh T
• Shao, Qin

• publication date: August 18, 2019
• webpage: Web of Science
• published in: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Journal
• category: STATISTICS & PROBABILITY Category

keywords

• Autoregressive time series
• adaptive LASSO
• oracally efficient estimators
• oracle model selection procedure
• trend' B-spline

• start page: 4067
• end page: 4081
• volume: 48
• issue: 16