A simple tuning parameter selection method for high dimensional regression

DOI10.1080/03610926.2022.2117559MaRDI QIDQ6130005

Jiaqing Xu, Zhi Wang, Yanxin Wang

Publication date: 18 April 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

high-dimensional datavariable selectionBICtuning parametermodified L-curve method

Mathematics Subject Classification ID

Statistics (62-XX)

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