A note on the generalized degrees of freedom under the \(L_{1}\) loss function

DOI10.1016/j.jspi.2010.07.006zbMath1209.62003OpenAlexW2019599801MaRDI QIDQ607177

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

degrees of freedomgeneralized cross-validationleast absolute deviationsadaptive model selectioncovariance penaltymodeling procedure

Mathematics Subject Classification ID

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

Related Items

Tuning parameter selection in sparse regression modeling

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