Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525064 | Journal of Statistical Planning and Inference | 2011 | 13 Pages |
Abstract
⺠We introduce a simulation-based procedure to reduce the bias of working model that is selected from high-dimensional model. ⺠The resulting estimators of the parameters in the working model are asymptotic normally distributed. ⺠We build simulation-based confidence regions for the parameters in the working model. ⺠The newly proposed estimators and confidence regions outperform existing ones in the sense of consistency.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Lu Lin, Feng Li, Lixing Zhu,