Tuning parameter selectors for the smoothly clipped absolute deviation method

DOI10.1093/biomet/asm053zbMath1135.62058OpenAlexW2086205459WikidataQ37146728 ScholiaQ37146728MaRDI QIDQ5447649

Hansheng Wang, Chih-Ling Tsai, Run-Ze Li

Publication date: 20 March 2008

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2663963

zbMATH Keywords

AICBICleast absolute shrinkage and selection operatorsmoothly clipped absolute deviationgeneralized crossvalidation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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