Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference27 articles.
1. A simple multiple robust estimator for missing response problem;Chan;Stat,2013
2. On the asymptotic properties of least-squares estimators in autoregression;Crowder;Ann. Statist.,1980
3. Variable selection and estimation with the seamless−L0 penalty;Dicker;Statist. Sinica,2013
4. A fusion of least squares and empirical likelihood for regression models with a missing binary covariate;Duan;Sci. China (Math.),2016
5. Variable selection via nonconcave penalized likelihood and its oracle properties;Fan;J. Amer. Statist. Assoc.,2001
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