Article ID Journal Published Year Pages File Type
10525064 Journal of Statistical Planning and Inference 2011 13 Pages PDF
Abstract
► We introduce a simulation-based procedure to reduce the bias of working model that is selected from high-dimensional model. ► The resulting estimators of the parameters in the working model are asymptotic normally distributed. ► We build simulation-based confidence regions for the parameters in the working model. ► 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
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