Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114): Difference between revisions

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-Guang-Hui Cai
@@ Property / author: Guang-Hui Cai / rank @@
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-Shang-Wei Zhao
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+Guang-Hui Cai
@@ Property / author: Guang-Hui Cai / rank @@
+Normal rank
@@ Property / author @@
+Shang-Wei Zhao
@@ Property / author: Shang-Wei Zhao / rank @@
+Normal rank
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+alr3
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+https://doi.org/10.1007/s11424-020-8270-5
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+W3023334057
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@@ Property / cites work @@
+Better Subset Regression Using the Nonnegative Garrote
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@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
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+Regularization and Variable Selection Via the Elastic Net
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+Simultaneous variable selection for heteroscedastic regression models
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+Variable selection in joint location and scale models of the skew-normal distribution
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+Variable selection in joint location, scale and skewness models of the skew-normal distribution
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+Variable selection in high-dimensional double generalized linear models
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+Heuristics of instability and stabilization in model selection
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+Model Selection and Estimation in Regression with Grouped Variables
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+Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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+Maximum likelihood identification of Gaussian autoregressive moving average models
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+Estimating the dimension of a model
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+Some Comments on C P
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+Q3175710
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
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+Least-squares forecast averaging
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+Least squares model averaging by Mallows criterion
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+Optimal Weight Choice for Frequentist Model Average Estimators
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+Jackknife model averaging
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+Model averaging by jackknife criterion in models with dependent data
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+Heteroscedasticity‐robust<i>Cp</i>model averaging
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+Model averaging based on Kullback-Leibler distance
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+Model averaging based on leave-subject-out cross-validation
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
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@@ Property / cites work @@
+Applied Linear Regression
@@ Property / cites work: Applied Linear Regression / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2200114