The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
Open accessAbstract
We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are tuned to perform conservative model selection. Our findings complement those of Knight and Fu (2000) and Fan and Li (2001). We show that the distributions are typically highly nonnormal regardless of how the estimator is tuned, and that this property persists in large samples. An impossibility result regarding estimation of the estimators' distribution function is also provided.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
The adaptive lasso and its oracle properties
Zou, H. (2006) · Journal of the American Statistical Association · doi:10.1198/016214506000000735 · Cited by 7,470
Cited by
Valid post-selection inference
Berk, R., Brown, L., Buja, A., Zhang, K., & Zhao, L. (2013) · The Annals of Statistics · doi:10.1214/12-aos1077 · Cited by 599
Robust inference on average treatment effects with possibly more covariates than observations
Farrell, M. H. (2015) · Journal of Econometrics · doi:10.1016/j.jeconom.2015.06.017 · Cited by 320
Identifying Latent Structures in Panel Data
Su, L., Shi, Z., & Phillips, P. C. B. (2016) · Econometrica · doi:10.3982/ecta12560 · Cited by 265
Estimating psychological networks and their accuracy: A tutorial paper
Epskamp, S., Borsboom, D., & Fried, E. I. (2018) · Behavior Research Methods · doi:10.3758/s13428-017-0862-1 · Cited by 5,715
Metadata
- Authors
- Pötscher, B. M., & Leeb, H.
- Venue
- Journal of Multivariate Analysis
- Publisher
- Elsevier BV
- Published
- 2009-10
- Volume
- 100
- Issue
- 9
- Pages
- 2065-2082
- ISSN
- 0047-259X (ISSN-L)
- OpenAlex
- W1511956912
- Cited by
- 166
- References
- 1
- FWCI
- 6.29
- Type
- journal article
- Language
- en
- Open access
- bronze
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. https://app.cochat.ai/papers/10.1016/j.jmva.2009.06.010
- The paper
- Pötscher, B. M., & Leeb, H. (2009). On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2009.06.010
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
