Model selection in validation sampling: an asymptotic likelihood-based LASSO approach

DOI10.5705/SS.2011.029AzbMATH Open1214.62060OpenAlexW2128894713MaRDI QIDQ2999744FDOQ2999744

Authors: Chenlei Leng, Denis Heng-Yan Leung 

Publication date: 16 May 2011

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1333

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zbMATH Keywords

least squares approximationvalidation sampling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cited In (3)

• Subdata selection algorithm for linear model discrimination
• Bayesian regression with undirected network predictors with an application to brain connectome data
• A new technique for postsample model selection and validation

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