Optimal tuning parameter estimation in maximum penalized likelihood method
DOI10.1007/S10463-008-0186-0zbMATH Open1440.62035OpenAlexW2086129744MaRDI QIDQ904097FDOQ904097
Authors: Masao Ueki, Kaoru Fueda 
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-008-0186-0
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ridge regressioncross-validationpenalized splineKullback-Leibler informationgeneralized information criterionmaximum penalized likelihood methoddirect plug-in methodtuning parameter estimation
Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)
Cites Work
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- Bootstrap confidence intervals. With comments and a rejoinder by the authors
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- Bayesian information criteria and smoothing parameter selection in radial basis function networks
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
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- Asymptotic theory for information criteria in model selection -- functional approach
- Accurate confidence limits for scalar functions of vector M-estimands
- Miscellanea. On the optimal amount of smoothing in penalised spline regression
- Nonlinear regression modeling using regularized local likelihood method
Cited In (5)
- Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
- Efficient regularization parameter selection via information criteria
- Tuning Parameter Estimation in Penalized Least Squares Methodology
- A non-iterative optimization method for smoothness in penalized spline regression
- A boosting method for maximization of the area under the ROC curve
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