Penalized profiled semiparametric estimating functions

Heuchenne, Cedric, Wang, Lan, Kai, Bo, Heuchenne, Cédric, Tsai, Chih-Ling . Electronic Journal of Statistics 2013. 7 :2656-2682

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  Author = {Heuchenne, Cedric and Wang, Lan and Kai, Bo and Heuchenne, Cédric and Tsai, Chih-Ling},
  Title = {Penalized profiled semiparametric estimating functions},
  Journal = {Electronic Journal of Statistics},
  Volume = {7},
  Year = {2013},
  Pages = {2656--2682},
  Keywords = {Sample correlation, Ornstein-Uhlenbeck process, Lévy process, Test statistics, sampled process, nonconvex penalty, Profiled semiparametric estimating functions, non-smooth estimating functions}

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