Statistics and Its Interface
Volume 13 (2020)
Adaptive LASSO Regression against Heteroscedastic Idiosyncratic Factors in the Covariates
Pages: 65 – 75
Factor analysis, global economic interaction, irrespentable condition, adaptive LASSO, penalized regression, selection consistency
2010 Mathematics Subject Classification
Primary 62F12, 62J05. Secondary 62H25.
Chi Tim Ng’s work is supported by National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. NRF-2017R1C1B2011652) and a research program of Rural Development Administration, Republic of Korea (Project No. PJ01283009).
Received 28 December 2018
Accepted 17 August 2019
Published 7 November 2019