Model Selection for Vector Autoregressive Processes via Adaptive Lasso (Q2859291): Difference between revisions
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| Property / cites work: Order determination for multivariate autoregressive processes using resampling methods / rank | |||
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| Property / cites work: Least angle regression. (With discussion) / rank | |||
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| Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank | |||
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| Property / cites work: Subset selection for vector autoregressive processes using Lasso / rank | |||
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| Property / cites work: Estimating the dimension of a model / rank | |||
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| Property / cites work: Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence / rank | |||
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| Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank | |||
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Latest revision as of 00:10, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Selection for Vector Autoregressive Processes via Adaptive Lasso |
scientific article |
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Model Selection for Vector Autoregressive Processes via Adaptive Lasso (English)
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7 November 2013
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adaptive lasso
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Bayesian information criterion
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least angle regression algorithm
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oracle property
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order selection
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subset selection
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vector autoregressive models
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