Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980): Difference between revisions

@@ Property / author @@
-Sunghoon Kwon
@@ Property / author: Sunghoon Kwon / rank @@
-Normal rank
@@ Property / author @@
+Sunghoon Kwon
@@ Property / author: Sunghoon Kwon / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J07
@@ Property / Mathematics Subject Classification ID: 62J07 / rank @@
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@@ Property / zbMATH DE Number @@
+6715669
@@ Property / zbMATH DE Number: 6715669 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autoregressive model
@@ Property / zbMATH Keywords: autoregressive model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian information criterion
@@ Property / zbMATH Keywords: Bayesian information criterion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least absolute shrinkage and selection operator
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@@ Property / zbMATH Keywords @@
+penalized estimation
@@ Property / zbMATH Keywords: penalized estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+subset selection
@@ Property / zbMATH Keywords: subset selection / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2016.10.005
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+W2554472417
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@@ Property / cites work @@
+Fitting autoregressive models for prediction
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+Q3827448
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+PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
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+The estimation of the order of an ARMA process
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Order selection in nonstationary autoregressive models
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+The Adaptive Lasso and Its Oracle Properties
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+One-step sparse estimates in nonconcave penalized likelihood models
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@@ links / mardi / name / links / mardi / name @@
+Publication:526980