Predictive stability criteria for penalty selection in linear models

DOI10.1007/S00180-023-01342-8MaRDI QIDQ6567444zbMATH OpenFDO

Authors Dean Dustin, Bertrand S. Clarke, Jennifer Lynn Clarke

Publication date 5 July 2024

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-023-01342-8

zbMATH Keywords

evolutionary computationgenetic Algorithmoracle propertypenalized regressionpenalty selectionpredictionprior selectionshrinkage

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(1)

• Multi-innovation recursive methods for a class of nonlinear time series models based on the penalty term

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