Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980): Difference between revisions
From MaRDI portal
Latest revision as of 19:17, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tuning parameter selection for the adaptive LASSO in the autoregressive model |
scientific article |
Statements
Tuning parameter selection for the adaptive LASSO in the autoregressive model (English)
0 references
15 May 2017
0 references
autoregressive model
0 references
Bayesian information criterion
0 references
least absolute shrinkage and selection operator
0 references
penalized estimation
0 references
subset selection
0 references
0 references