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Doubly penalized likelihood estimator in heteroscedastic regression

โœ Scribed by Ming Yuan; Grace Wahba


Book ID
108267185
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
291 KB
Volume
69
Category
Article
ISSN
0167-7152

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Penalized Likelihood-type Estimators for
โœ Dennis D. Cox; Finbarr O'Sullivan ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 861 KB

We consider the asymptotic analysis of penalized likelihood type estimators for generalized nonparametric regression problems in which the target parameter is a vector-valued function defined in terms of the conditional distribution of a response given a set of covariates. A variety of examples incl