Generalized cross validation in variable selection with and without shrinkage (Q2343837)
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English | Generalized cross validation in variable selection with and without shrinkage |
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Generalized cross validation in variable selection with and without shrinkage (English)
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6 May 2015
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generalized cross validation
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variable selection
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threshold
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lasso
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Mallows's \(C_p\)
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sparsity
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high-dimensional data
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