Papers
Topics
Authors
Recent
Search
2000 character limit reached

Confidence intervals in regression centred on the SCAD estimator

Published 6 Mar 2012 in math.ST and stat.TH | (1203.1093v2)

Abstract: Consider a linear regression model. Fan and Li (2001) describe the smoothly clipped absolute deviation (SCAD) point estimator of the regression parameter vector. To gain insight into the properties of this estimator, they consider an orthonormal design matrix and focus on the estimation of a specified component of this vector. They show that the SCAD point estimator has three attractive properties. We answer the question: To what extent can an interval estimator, centred on the SCAD estimator, have similar attractive properties?

Authors (2)

Summary

No one has generated a summary of this paper yet.

Sign Up to Summarize

Paper to Video (Beta)

No one has generated a video about this paper yet.

Sign Up to Generate All Videos Subscribe on YouTube

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Sign Up to Generate

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Generate Now

Continue Learning

We haven't generated follow-up questions for this paper yet.

Generate Now

Collections

Sign up for free to add this paper to one or more collections.

Sign Up