Regularisation parameter selection via bootstrapping

DOI10.1111/ANZS.12168zbMATH Open1373.62117OpenAlexW2523465285MaRDI QIDQ5361202FDOQ5361202

Authors: Zhen Pang, Bingqing Lin, Jiming Jiang 

Publication date: 27 September 2017

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12168

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zbMATH Keywords

LassolikelihoodSCADpenalised likelihood methods

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cited In (3)

• Measures of Uncertainty for Shrinkage Model Selection
• Regularization parameter selection in indirect regression by residual based bootstrap
• Simple measures of uncertainty for model selection

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