Model selection in linear mixed effect models

DOI10.1016/j.jmva.2012.02.005zbMath1241.62105OpenAlexW2070575022MaRDI QIDQ432304

Ying Lu, Heng Peng

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.005

zbMATH Keywords

group selectionoracle propertypenalized least squaresSCAD function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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