Forward stability and model path selection

DOI10.1007/S11222-024-10395-8zbMATH Open1539.62023MaRDI QIDQ6547741FDOQ6547741

Authors: Nicholas Kissel, Lucas Mentch 

Publication date: 31 May 2024

Published in: Statistics and Computing (Search for Journal in Brave)

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zbMATH Keywords

ranking and selectionstability selectionRashomon effect

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

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