Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
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Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
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Cites work
- An optimal selection of regression variables
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Bayesian statistics then and now
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Estimating the dimension of a model
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- Maximum Likelihood Estimation of Misspecified Models
- Maximum likelihood principle and model selection when the true model is unspecified
- Model Selection and Multimodel Inference
- Model Selection for Extended Quasi-Likelihood Models in Small Samples
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the ``degrees of freedom of the lasso
- RE-EM trees: a data mining approach for longitudinal and clustered data
- Regression and time series model selection in small samples
- Regularization and Variable Selection Via the Elastic Net
- Regularization parameter selections via generalized information criterion
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(20)- On the sensitivity of the Lasso to the number of predictor variables
- Model averaging estimator in ridge regression and its large sample properties
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- A permutation approach for selecting the penalty parameter in penalized model selection
- A study on tuning parameter selection for the high-dimensional lasso
- A tailored multivariate mixture model for detecting proteins of concordant change among virulent strains of \textit{clostridium perfringens}
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
- Optimal model averaging for divergent-dimensional Poisson regressions
- Complete subset averaging approach for high-dimensional generalized linear models
- Frequentist model averaging for envelope models
- Variable selection in linear-circular regression models
- Model averaging for generalized linear models in diverging model spaces with effective model size
- Post-averaging inference for optimal model averaging estimator in generalized linear models
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and pure GARCH models
- A marginalized zero-truncated Poisson regression model and its model averaging prediction
- Simplex quantile regression without crossing
- Cross-sectional expected returns: new Fama-MacBeth regressions in the era of machine learning
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