Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator¶
Leeb, H. (2008). Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator. Journal of Econometrics, 142(1), 201-211.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Domain-specific¶
- Hodges' Estimator
- Le Cam's foundational treatment published examples credited to Hodges, and later estimator theory, econometrics, and signal-processing literature continue to use the construction as the standard stress test for seductive pointwise efficiency claims.
This sourceProves severe maximal-risk behavior for sparse estimators and reports a SCAD finite-sample study. DOI: 10.1016/j.jeconom.2007.05.017.
- Le Cam's foundational treatment published examples credited to Hodges, and later estimator theory, econometrics, and signal-processing literature continue to use the construction as the standard stress test for seductive pointwise efficiency claims.
Verification¶
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