Sparse estimators and the oracle property, or the return of Hodges' estimator

Hannes Leeb () and Benedikt Pötscher

Journal of Econometrics, 2008, vol. 142, issue 1, 201-211

Date: 2008
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Working Paper: Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator (2007)
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