Regularization Parameter Selections via Generalized Information Criterion
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Publication:5254958
DOI10.1198/JASA.2009.TM08013zbMath1397.62262OpenAlexW2007568722WikidataQ34024240 ScholiaQ34024240MaRDI QIDQ5254958
Yiyun Zhang, Chih-Ling Tsai, Run-Ze Li
Publication date: 11 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2911045
Akaike information criterionBayesian information criterionselection operatorsmoothly clipped absolute deviationleast absolute shrinkage operatornon concave penalised likelihood
Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)
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