Regularization Parameter Selections via Generalized Information Criterion
From MaRDI portal
Publication:5254958
DOI10.1198/jasa.2009.tm08013zbMath1397.62262WikidataQ34024240 ScholiaQ34024240MaRDI QIDQ5254958
Yiyun Zhang, Chih-Ling Tsai, Run-Ze Li
Publication date: 11 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2911045
Akaike information criterion; Bayesian information criterion; selection operator; smoothly clipped absolute deviation; least absolute shrinkage operator; non concave penalised likelihood
62J07: Ridge regression; shrinkage estimators (Lasso)
62F10: Point estimation
62J12: Generalized linear models (logistic models)
62F07: Statistical ranking and selection procedures
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