Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (Q2861816)
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scientific article; zbMATH DE number 6224985
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| English | Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models |
scientific article; zbMATH DE number 6224985 |
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Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (English)
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11 November 2013
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Akaike information criterion (AIC)
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least absolute shrinkage and selection operator (Lasso)
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model selection/variable selection
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regularization methods
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smoothly clipped absolute deviation (SCAD)
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0.93495995
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0.90050536
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0.8994169
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0.89563704
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0.89207697
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0.8844607
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0.88398755
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