Model selection: a Lagrange optimization approach

DOI10.1016/J.JSPI.2009.02.016MaRDI QIDQ2390476zbMATH OpenOpenAlexFDO

Authors Yongli Zhang

Publication date 22 July 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.02.016

zbMATH Keywords

consistencyadaptive model selectionLagrange optimizationpointwise asymptotic loss efficiency

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Parametric inference (62F99) Nonparametric inference (62G99)

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Cites work

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Cited in

(22)

• Adaptive Model Selection
• Risk bounds for model selection via penalization
• A COMPUTER-ASSISTED MODEL SELECTION METHOD FOR THREE STAGE LEAST SQUARES
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• Tabu search model selection in multiple regression analysis
• Adaptive order determination for constructing time series forecasting models
• Model selection of M-estimation models using least squares approximation
• Near-ideal model selection by \(\ell _{1}\) minimization
• Model selection procedure for high‐dimensional data
• The \(\Lambda\)-lookdown model with selection
• scientific article; zbMATH DE number 5620938 (Why is no real title available?)
• Model selection with low complexity priors
• Model selection criteria based on computationally intensive estimators of the expected optimism
• Fourier methods for model selection
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• Model building with likelihood basis pursuit
• Slope heuristics: overview and implementation
• Laplace's method and BIC model selection for least absolute value criterion
• Model selection for simplicial approximation
• A new philosophy for model selection and performance estimation of data-based approximate mappings
• Cross-validation for selecting a model selection procedure
• A note on some model selection criteria

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