On the use of cross-validation for the calibration of the adaptive Lasso

DOI10.1002/BIMJ.202200047zbMATH Open1541.6229MaRDI QIDQ6563663FDOQ6563663

Authors: Nadim Ballout, Vivian Viallon 

Publication date: 27 June 2024

Published in: Biometrical Journal (Search for Journal in Brave)

zbMATH Keywords

cross-validationcalibrationadaptive Lassotuning parameterone-step Lasso

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• On the robustness of the generalized fused Lasso to prior specifications

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