A note on the generalized degrees of freedom under the L₁ loss function

DOI10.1016/J.JSPI.2010.07.006MaRDI QIDQ607177zbMATH OpenOpenAlexFDO

Authors Xiaoli Gao, Yixin Fang

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.07.006

zbMATH Keywords

adaptive model selectioncovariance penaltydegrees of freedomgeneralized cross-validationleast absolute deviationsmodeling procedure

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Linear regression; mixed models (62J05)

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Cites work

• A Nonparametric Regression Approach to Syringe Grading for Quality Improvement
• Adaptive Model Selection
• Estimating the dimension of a model
• Estimation of the mean of a multivariate normal distribution
• GACV for quantile smoothing splines
• How Biased is the Apparent Error Rate of a Prediction Rule?
• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Regression and time series model selection in small samples
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• The Estimation of Prediction Error

Cited in

(5)

• Tuning parameter selection in sparse regression modeling
• On generalized degrees of freedom with application in linear mixed models selection
• Evaluation of generalized degrees of freedom for sparse estimation by replica method
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• Multiscale local polynomial density estimation

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