AIC for the Lasso in generalized linear models
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3945130 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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- Aggregation for Gaussian regression
- Asymptotics for Lasso-type estimators.
- Asymptotics for generalized estimating equations with large cluster sizes
- Bayesian Measures of Model Complexity and Fit
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Convex Analysis
- Cox's regression model for counting processes: A large sample study
- Cross-validation and multinomial prediction
- Estimation of the mean of a multivariate normal distribution
- Exact post-selection inference, with application to the Lasso
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalised information criteria in model selection
- High-dimensional generalized linear models and the lasso
- Information criteria and statistical modeling.
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Model selection and estimation in the Gaussian graphical model
- On Information and Sufficiency
- On the ``degrees of freedom of the lasso
- Optimal two-step prediction in regression
- Regression and time series model selection in small samples
- Regularization parameter selections via generalized information criterion
- Rejoinder: ``A significance test for the lasso
- Scaled sparse linear regression
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sparse inverse covariance estimation with the graphical lasso
- The Adaptive Lasso and Its Oracle Properties
- The Focused Information Criterion
- The solution path of the generalized lasso
Cited in
(11)- Regularization parameter selections via generalized information criterion
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- Moment convergence in regularized estimation under multiple and mixed-rates asymptotics
- scientific article; zbMATH DE number 7660133 (Why is no real title available?)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- AIC under the framework of least squares estimation
- Estimation of the spatial weighting matrix for regular lattice data -- an adaptive Lasso approach with cross-sectional resampling
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- AIC for the group Lasso in generalized linear models
- AIC for the non-concave penalized likelihood method
- On robustness of model selection criteria based on divergence measures: Generalizations of BHHJ divergence-based method and comparison
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