Pages that link to "Item:Q5323623"
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The following pages link to Bootstrap-based penalty choice for the LASSO, achieving oracle performance (Q5323623):
Displaying 7 items.
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Variable selection in joint modelling of the mean and variance for hierarchical data (Q4971402) (← links)
- Regularisation Parameter Selection Via Bootstrapping (Q5361202) (← links)
- Estimation of stationary autoregressive models with the Bayesian LASSO (Q5397970) (← links)
- Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
- Assessing Tuning Parameter Selection Variability in Penalized Regression (Q6621631) (← links)