Estimator selection in the Gaussian setting (Q141397): Difference between revisions

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+Model selection by resampling penalization
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+A survey of cross-validation procedures for model selection
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+Model selection for regression on a fixed design
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+Estimator selection with respect to Hellinger-type risks
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+Gaussian model selection with an unknown variance
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+Estimator selection in the Gaussian setting
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+Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
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+Random forests
@@ Property / cites work: Random forests / rank @@
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+Aggregation for Gaussian regression
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Q4266150
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+Atomic Decomposition by Basis Pursuit
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+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
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+Mixing least-squares estimators when the variance is unknown
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+High-dimensional regression with unknown variance
@@ Property / cites work: High-dimensional regression with unknown variance / rank @@
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+A universal procedure for aggregating estimators
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+Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
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+Q3198724
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Ridge Regression: Applications to Nonorthogonal Problems
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+Q3543468
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+Functional aggregation for nonparametric regression.
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+Q5203525
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+Q3986293
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+Q3362399
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+Q4037079
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+Information Theory and Mixing Least-Squares Regressions
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+Random approximants and neural networks
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+Q5509408
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+Q4511091
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+Linear and convex aggregation of density estimators
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+Q4398356
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+Q4864293
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+Learning Theory and Kernel Machines
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+Q5510038
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+Model selection in nonparametric regression
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+Q4257269
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+Combining different procedures for adaptive regression
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+Mixing strategies for density estimation.
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+Adaptive Regression by Mixing
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+Learning Bounds for Kernel Regression Using Effective Data Dimensionality
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+On the ``degrees of freedom'' of the lasso
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