Tuning parameter selection for the adaptive nuclear norm regularized trace regression

DOI10.1007/S10463-025-00926-ZMaRDI QIDQ6988815zbMATH OpenFDO

Authors Yiting Ma, Pan Shang, Lingchen Kong

Publication date 2 May 2025

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

degrees of freedomtuning parameter selectionBayesian information criterionadaptive nuclear norm regularized trace regression

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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