Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980)

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Tuning parameter selection for the adaptive LASSO in the autoregressive model
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    Tuning parameter selection for the adaptive LASSO in the autoregressive model (English)
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    15 May 2017
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    autoregressive model
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    Bayesian information criterion
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    least absolute shrinkage and selection operator
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    penalized estimation
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    subset selection
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