Generalized cross validation in variable selection with and without shrinkage (Q2343837)

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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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