A Model Selection Criterion for High-Dimensional Linear Regression

DOI10.1109/TSP.2018.2821628MaRDI QIDQ4622233zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Arash Owrang, Magnus Jansson

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2018.2821628

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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