Optimal tuning parameter estimation in maximum penalized likelihood method

DOI10.1007/S10463-008-0186-0MaRDI QIDQ904097zbMATH OpenOpenAlexFDO

Authors Masao Ueki, Kaoru Fueda

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-008-0186-0

zbMATH Keywords

ridge regressioncross-validationpenalized splineKullback-Leibler informationgeneralized information criterionmaximum penalized likelihood methoddirect plug-in methodtuning parameter estimation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A new look at the statistical model identification
• Accurate confidence limits for scalar functions of vector M-estimands
• Asymptotic theory for information criteria in model selection -- functional approach
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Generalised information criteria in model selection
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• Maximum Likelihood Estimation of Misspecified Models
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• More accurate confidence intervals in exponential families
• Nonlinear regression modeling using regularized local likelihood method
• Nonparametric Roughness Penalties for Probability Densities
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(6)

• Tuning parameter selection in penalized generalized linear models for discrete data
• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Tuning Parameter Estimation in Penalized Least Squares Methodology
• A boosting method for maximization of the area under the ROC curve
• A non-iterative optimization method for smoothness in penalized spline regression
• Efficient regularization parameter selection via information criteria

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