Regularisation parameter selection via bootstrapping

DOI10.1111/ANZS.12168MaRDI QIDQ5361202zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Lassolikelihoodpenalised likelihood methodsSCAD

Mathematics Subject Classification ID

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

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(3)

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

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