Model selection with the loss rank principle

DOI10.1016/J.CSDA.2009.11.015zbMath1464.62094DBLPjournals/csda/HutterT10arXiv1003.0516OpenAlexW1987691918WikidataQ58012325 ScholiaQ58012325MaRDI QIDQ962384

Minh-Ngoc Tran, Marcus Hutter

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0516

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (1)

The Loss Rank Criterion for Variable Selection in Linear Regression Analysis

Uses Software

• bootstrap

Cites Work

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• The Loss Rank Principle for Model Selection
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• The elements of statistical learning. Data mining, inference, and prediction
• Model selection and error estimation

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