Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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Publication:2920262
DOI10.1111/j.1467-9868.2008.00693.xzbMath1250.62036OpenAlexW2050031210MaRDI QIDQ2920262
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Publication date: 25 October 2012
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00693.x
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Cites Work
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- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Regression Model Selection—A Residual Likelihood Approach
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