Abstract Details
|
Activity Number:
|
628
|
|
Type:
|
Invited
|
|
Date/Time:
|
Thursday, August 7, 2014 : 10:30 AM to 12:20 PM
|
|
Sponsor:
|
Biometrics Section
|
|
Abstract #310637
|
|
|
Title:
|
Weak Signal Inference in Model Selection
|
|
Author(s):
|
Annie Qu*+ and Peibei Shi
|
|
Companies:
|
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
|
|
Keywords:
|
Model selection ;
model consistency ;
weak signals ;
statistical inference
|
|
Abstract:
|
In model selection, the asymptotic properties such as model selection consistency, sparsity, oracle property for the penalized estimator have been studied thoroughly for a variety of penalty functions. However, very fewer studies have investigated the estimation and inference of model selection for weak signals. In this talk, we will discuss the penalized estimation and inference when the signals are weak.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2014 program
|
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.