Tuning parameter selection in sparse regression modeling
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Cites work
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- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- Adaptive Model Selection
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Estimation of the mean of a multivariate normal distribution
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Heuristics of instability and stabilization in model selection
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Information criteria and statistical modeling.
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- On Measuring and Correcting the Effects of Data Mining and Model Selection
- On the ``degrees of freedom of the lasso
- On the degrees of freedom in shrinkage estimation
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- Slope heuristics: overview and implementation
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- SparseNet: coordinate descent with nonconvex penalties
- The Adaptive Lasso and Its Oracle Properties
- The Estimation of Prediction Error
- The composite absolute penalties family for grouped and hierarchical variable selection
- The solution path of the generalized lasso
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(10)- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Model selection in kernel ridge regression
- Evaluation of generalized degrees of freedom for sparse estimation by replica method
- A modified information criterion for model selection
- Prediction errors for penalized regressions based on generalized approximate message passing
- Tuning Parameter Selection in the LASSO with Unspecified Propensity
- Consistent tuning parameter selection in high dimensional sparse linear regression
- scientific article; zbMATH DE number 6283304 (Why is no real title available?)
- Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
- A novel elastic net-based NGBMC(1,n) model with multi-objective optimization for nonlinear time series forecasting
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