Consistent tuning parameter selection in high dimensional sparse linear regression
From MaRDI portal
Publication:548648
DOI10.1016/j.jmva.2011.03.007zbMath1216.62103OpenAlexW2078536949MaRDI QIDQ548648
Publication date: 29 June 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.007
Bayesian information criterionhigh dimensionalityvariable selectionsure independence screeningadaptive elastic net
Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Bayesian inference (62F15)
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