Tuning parameter selection for penalized estimation via \(R^2\)

DOI10.1016/J.CSDA.2023.107729arXiv2205.05654MaRDI QIDQ6115527

Julia C. Holter, Jonathan W. Stallrich

Publication date: 13 July 2023

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

Full work available at URL: https://arxiv.org/abs/2205.05654

zbMATH Keywords

cross validationfunctional datarelaxed Lassomodel/variable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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