We study the distribution of the adaptive LASSO estimator (Zou (2006)) in finite samples as well as in the large-sample limit. The largesample distributions are derived both for the case where the adaptive LASSO estimator is tuned to perform conservative model selection as well as for the case where the tuning results in consistent model selection. We show that the finite-sample as well as the ...

In this paper, we introduce and analyze a simple adaptive finite element method for second order elliptic partial differential equations. The marking strategy depends on whether the data oscillation is sufficiently small compared to the error estimator in the current mesh. If the oscillation is small compared to the error estimator, we mark as many edges such that their contributions to the loc...

This paper presents two results: a density estimator and an estimator of regression error density. We first propose a density estimator constructed by model selection, which is adaptive for the quadratic risk at a given point. Then we apply this result to estimate the error density in an homoscedastic regression framework Yi = b(Xi) + ǫi, from which we observe a sample (Xi, Yi). Given an adapti...

The purpose of this article is to provide an adaptive estimator of the baseline function in the Cox model with high-dimensional covariates. We consider a two-step procedure : first, we estimate the regression parameter of the Cox model via a Lasso procedure based on the partial log-likelihood, secondly, we plug this Lasso estimator into a least-squares type criterion and then perform a model se...

In this paper, a two-stage dual tree complex wavelet packet transform (DTCWPT) based speech enhancement algorithm has been proposed, in which a speech presence probability (SPP) estimator and a generalized minimum mean squared error (MMSE) estimator are developed. To overcome the drawback of signal distortions caused by down sampling of wavelet packet transform (WPT), a two-stage analytic decom...

In this paper a novel hybrid algorithm for harmonics estimation in power systems is proposed. The estimation of the harmonic components is a nonlinear problem due to the nonlinearity of phase of sinusoids in distorted waveforms. Most researchers implemented nonlinear methods to extract the harmonic parameters. However, nonlinear methods for amplitude estimation increase time of convergence. Hen...