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
Normal approximation : Normal distributions which approximate other distributions; such as, a normal distribution with the mean np and variance np(1 - p) which acts as an approxima

Bivariate boxplot : A bivariate analogue of boxplot in which the inner area contains 50%of the data, and a 'fence' helps to identify the potential outliers. Robust methods or techn

Tree is the term from the branch of the mathematics which known as the graph theory, used to describe any set of the straight-line segments joining the pairs of points in some pro

Human height growth curves : The growth of human height is, in common, remarkably regular, apart from the pubertal growth spurt. The satisfactory longitudinal development curve is

A metal fabrication process uses a die-cast metal fastener at a uniform rate of 300 units per year. Currently, this item is currently purchased from an external supplier at a unit

An analyst counted 17 A/B runs and 26 time series observations. Do these results suggest that the data are nonrandom? Explain

1) Question on the first day questionnaire asked students to rate their response to the question Are you deeply moved by the arts or music? Assume the population that is sampled


Occam's razor  is an early statement of the parsimony principle, which was given by William of Occam (1280-1349) namely 'entia non sunt multiplicanda praeter necessitatem'; which m

Half-normal plot is a  plot for diagnosing the model inadequacy or revealing the presence of outliers, in which the absolute values of, for instance, the residuals from the multipl