Assessing Tuning Parameter Selection Variability in Penalized Regression
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Cites work
- A new look at the statistical model identification
- Bootstrap-based penalty choice for the LASSO, achieving oracle performance
- Bootstrapping regression models
- Building Multiple Regression Models Interactively
- Consistent model selection criteria on high dimensions
- Consistent selection of tuning parameters via variable selection stability
- Consistent tuning parameter selection in high dimensional sparse linear regression
- Controlling the false discovery rate via knockoffs
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- P Values Maximized Over a Confidence Set for the Nuisance Parameter
- Regularization and Variable Selection Via the Elastic Net
- Regularization parameter selections via generalized information criterion
- Shrinkage tuning parameter selection with a diverging number of parameters
- Some Comments on C P
- Stability selection. With discussion and authors' reply
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Tuning Parameter Selection for the Adaptive Lasso Using ERIC
- Tuning parameter selection in high dimensional penalized likelihood
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable Selection with Error Control: Another Look at Stability Selection
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