Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
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Publication:2861816
DOI10.1080/01621459.2013.801775MaRDI QIDQ2861816
Cheryl J. Flynn, Clifford M. Hurvich, Jeffrey S. Simonoff
Publication date: 11 November 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2068
regularization methods; Akaike information criterion (AIC); least absolute shrinkage and selection operator (Lasso); smoothly clipped absolute deviation (SCAD); model selection/variable selection
62-XX: Statistics
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