Regularization in statistics (Q882931)

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Language	Label	Description	Also known as
English	Regularization in statistics	scientific article

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scholarly article

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Regularization in statistics (English)

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zbMATH Open document ID

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10.1007/BF02607055

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publication date

25 May 2007

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

linear regression

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boosting

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covariance matrix

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principal component

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bootstrap

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subsampling

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model selection

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describes a project that uses

Resampling Stats

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MaRDI profile type

MaRDI publication profile

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Statistical predictor identification

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Prediction by Supervised Principal Components

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Gaussian model selection

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Heuristics of instability and stabilization in model selection

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Robust confidence bounds for extreme upper quantiles

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Boosting for high-dimensional linear models

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Consistent variable selection in high dimensional regression via multiple testing

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Convergence rates for parametric components in a partly linear model

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Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

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Bayesian analysis of covariance matrices and dynamic models for longitudinal data

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Bootstrap Inference for a First-Order Autoregression with Positive Innovations

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Minimax estimation via wavelet shrinkage

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Applied regression analysis bibliography update 1994-97

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Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data

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Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment

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Bootstrap methods: another look at the jackknife

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The Estimation of Prediction Error

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Least angle regression. (With discussion)

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Nonconcave penalized likelihood with a diverging number of parameters.

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Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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The bootstrap and Edgeworth expansion

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On blocking rules for the bootstrap with dependent data

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The elements of statistical learning. Data mining, inference, and prediction

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Ridge Regression: Biased Estimation for Nonorthogonal Problems

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Covariance matrix selection and estimation via penalised normal likelihood

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Variable selection using MM algorithms

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On the distribution of the largest eigenvalue in principal components analysis

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Empirical Bayes selection of wavelet thresholds

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A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion

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The jackknife and the bootstrap for general stationary observations

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A well-conditioned estimator for large-dimensional covariance matrices

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From Stein's unbiased risk estimates to the method of generalized cross- validation

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Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing

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Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set

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On prediction of individual sequences

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On the Bayes-risk consistency of regularized boosting methods.

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Some Comments on C P

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When does bootstrap work! Asymptotic results and simulations

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Smooth discrimination analysis

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On Non-Parametric Estimates of Density Functions and Regression Curves

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On Estimation of a Probability Density Function and Mode

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Large sample confidence regions based on subsamples under minimal assumptions

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Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation

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Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix

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Universal coding, information, prediction, and estimation

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Remarks on Some Nonparametric Estimates of a Density Function

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Estimating the dimension of a model

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Parsimonious Covariance Matrix Estimation for Longitudinal Data

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Polynomial splines and their tensor products in extended linear modeling. (With discussions)

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Optimal aggregation of classifiers in statistical learning.

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The strong limits of random matrix spectra for sample matrices of independent elements

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Characteristic vectors of bordered matrices with infinite dimensions

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Nonparametric estimation of large covariance matrices of longitudinal data

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Variable Selection and Model Building via Likelihood Basis Pursuit

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Boosting with early stopping: convergence and consistency

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Regularization and Variable Selection Via the Elastic Net

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full work available at URL

https://doi.org/10.1007/bf02607055

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Sitelinks

Mathematics(1 entry)

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