Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980): Difference between revisions
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| Property / author: Sunghoon Kwon / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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| Property / zbMATH DE Number: 6715669 / rank | |||
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autoregressive model | |||
| Property / zbMATH Keywords: autoregressive model / rank | |||
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Bayesian information criterion | |||
| Property / zbMATH Keywords: Bayesian information criterion / rank | |||
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least absolute shrinkage and selection operator | |||
| Property / zbMATH Keywords: least absolute shrinkage and selection operator / rank | |||
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penalized estimation | |||
| Property / zbMATH Keywords: penalized estimation / rank | |||
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subset selection | |||
| Property / zbMATH Keywords: subset selection / rank | |||
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Revision as of 06:52, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tuning parameter selection for the adaptive LASSO in the autoregressive model |
scientific article |
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Tuning parameter selection for the adaptive LASSO in the autoregressive model (English)
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15 May 2017
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autoregressive model
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Bayesian information criterion
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least absolute shrinkage and selection operator
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penalized estimation
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subset selection
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