Pages that link to "Item:Q526980"

The following pages link to Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980):

Displaying 9 items.

• Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
• Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Consistent and conservative model selection with the adaptive Lasso in stationary and nonstationary autoregressions (Q2786685) (← links)
• Tuning Parameter Selection in the LASSO with Unspecified Propensity (Q4556969) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• Lasso-based Variable Selection of ARMA Models (Q4986337) (← links)
• Oracle model selection for correlated data via residuals (Q5076884) (← links)
• Tuning Parameter Selection for the Adaptive Lasso Using ERIC (Q5367362) (← links)