Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816): Difference between revisions
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Revision as of 21:43, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models |
scientific article |
Statements
Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (English)
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11 November 2013
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Akaike information criterion (AIC)
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least absolute shrinkage and selection operator (Lasso)
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model selection/variable selection
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regularization methods
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smoothly clipped absolute deviation (SCAD)
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