Pages that link to "Item:Q1021833"

The following pages link to On the degrees of freedom in shrinkage estimation (Q1021833):

Displaying 18 items.

• Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
• Degrees of freedom and model selection in semiparametric additive monotone regression (Q391588) (← links)
• Tuning parameter selection in sparse regression modeling (Q1621202) (← links)
• Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
• A flexible shrinkage operator for fussy grouped variable selection (Q1785810) (← links)
• Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation (Q2051545) (← links)
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233) (← links)
• Degrees of freedom for off-the-grid sparse estimation (Q2137058) (← links)
• Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate (Q2293382) (← links)
• Improved loss estimation for the lasso: a variable selection tool (Q2347554) (← links)
• The degrees of freedom of partly smooth regularizers (Q2409395) (← links)
• On generalized degrees of freedom with application in linear mixed models selection (Q2631358) (← links)
• Selection model for domains across time: application to labour force survey by economic activities (Q2666041) (← links)
• Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
• On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression (Q3304846) (← links)
• Factor Selection and Structural Identification in the Interaction ANOVA Model (Q4919562) (← links)
• Prediction errors for penalized regressions based on generalized approximate message passing (Q5879248) (← links)
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)