On the degrees of freedom in shrinkage estimation

DOI10.1016/J.JMVA.2008.12.002MaRDI QIDQ1021833zbMATH OpenOpenAlexFDO

Authors Kengo Kato

Publication date 9 June 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.12.002

zbMATH Keywords

AICdegrees of freedomfused Lassogroup LassoLassoMallows' \(C_p\)second fundamental formshrinkage estimationStein's lemmatubal coordinates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(26)

• Tuning parameter selection in sparse regression modeling
• Degrees of freedom for piecewise Lipschitz estimators
• A flexible shrinkage operator for fussy grouped variable selection
• Automated data-driven selection of the hyperparameters for total-variation-based texture segmentation
• Degrees of freedom for regularized regression with Huber loss and linear constraints
• High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
• Degrees of freedom for off-the-grid sparse estimation
• Computing the degrees of freedom of rank-regularized estimators and cousins
• Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate
• Improved loss estimation for the lasso: a variable selection tool
• The degrees of freedom of partly smooth regularizers
• On the ``degrees of freedom of the lasso
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• On generalized degrees of freedom with application in linear mixed models selection
• Selection model for domains across time: application to labour force survey by economic activities
• Low complexity regularization of linear inverse problems
• On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
• Degrees of freedom and model selection in semiparametric additive monotone regression
• Geometry and degrees of freedom of linearly constrained generalized Lasso
• Factor selection and structural identification in the interaction ANOVA model
• The degrees of freedom of the Lasso for general design matrix
• A generalized least-square matrix decomposition
• A Pliable Lasso
• Prediction errors for penalized regressions based on generalized approximate message passing
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
• Calculating effective degrees of freedom for forecast combinations and ensemble models

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