Pages that link to "Item:Q5278092"
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The following pages link to Risk consistency of cross-validation with Lasso-type procedures (Q5278092):
Displaying 13 items.
- On cross-validated Lasso in high dimensions (Q820794) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Oracle inequalities for cross-validation type procedures (Q1950881) (← links)
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
- Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
- Leave-one-out cross-validation is risk consistent for Lasso (Q2512895) (← links)
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani (Q3304843) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- Cross-Validation With Confidence (Q5146047) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- A Note on Cross-Validation for Lasso Under Measurement Errors (Q6636575) (← links)
