A Model Selection Criterion for High-Dimensional Linear Regression

DOI10.1109/TSP.2018.2821628zbMATH Open1414.62310DBLPjournals/tsp/OwrangJ18OpenAlexW2795530222WikidataQ62585863 ScholiaQ62585863MaRDI QIDQ4622233FDOQ4622233

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

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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)

Cited In (4)

• Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression
• On the selection of predictors by using greedy algorithms and information theoretic criteria
• Title not available (Why is that?)
• A semi-parametric approach to feature selection in high-dimensional linear regression models

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