Tuning Parameter Selection for the Adaptive Lasso Using ERIC
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Publication:5367362
DOI10.1080/01621459.2014.951444zbMath1373.62370OpenAlexW2047152877WikidataQ57239148 ScholiaQ57239148MaRDI QIDQ5367362
Scott D. Foster, Francis K. C. Hui, David I. Warton
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2014.951444
consistencyhigh-dimensional datavariable selectionregularization parameterBICinformation criteriapenalized likelihoodadaptive Lasso
Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)
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