Model selection in validation sampling: an asymptotic likelihood-based LASSO approach

DOI10.5705/SS.2011.029AMaRDI QIDQ2999744zbMATH OpenOpenAlexFDO

Authors Chenlei Leng, Denis Heng-Yan Leung

Publication date 16 May 2011

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://ink.library.smu.edu.sg/soe_research/1333, http://www3.stat.sinica.edu.tw/statistica/j21n2/J21N28/J21N28.html

zbMATH Keywords

least squares approximationvalidation sampling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

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