Oracle property, Advanced Statistics

Oracle property is a name given to techniques for estimating the regression parameters in the models fitted to high-dimensional data which have the property that they can correctly select the nonzero coefficients with the probability converging to one and that the estimators of nonzero coefficients are asymptotically normal with the identical means and covariances that they would have if the zero coefficients were known in advance that is the estimators are asymptotically as efficient as the ideal estimation assisted by an 'oracle' who knows which coefficients are nonzero.

Posted Date: 7/30/2012 7:41:38 AM | Location : United States







Related Discussions:- Oracle property, Assignment Help, Ask Question on Oracle property, Get Answer, Expert's Help, Oracle property Discussions

Write discussion on Oracle property
Your posts are moderated
Related Questions
Conditional probability : The probability that an event occurs given the outcome of other event. Generally written, Pr(A|B). For instance, the probability of a person being color b

Graphical deception : Statistical graphics which are not as honest as they should be. It is relatively simple. To mislead the unwary with the graphical material. For instance, c

how to calculate the semi average method when 8 observations are given?

The distribution free or technique which is the analogue of the analysis of variance for the design with two factors. It can be applied to data sets which do not meet the assumptio

Nested design  is the design in which levels of one or more factors are subsampled within one or more other factors such that, for instance, each level of a factor B happens at onl

Non-response is the term generally used for the failure to give the relevant information being collected in the survey. Poor response can be because of the variety of causes, for

Probability judgements : Human beings often require assessing the probability which some event will occur and accuracy of these probability judgements often determines success of o

Hello , I have a business statistic HW that is due after 23 hours exactly for now . I need full and details answers please , plus they must be in a done and typed in a word or exce

Glim is the software package specifically suited for fitting the generalized linear models (the acronym stands for the Generalized Linear Interactive Modelling), including the log

Generalized poisson distribution: The probability distribution can be defined as follows:   The distribution corresponds to the situation in which the values of the rand