Tuning parameter selection for the adaptive LASSO in the autoregressive model (Q526980)
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scientific article; zbMATH DE number 6715669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tuning parameter selection for the adaptive LASSO in the autoregressive model |
scientific article; zbMATH DE number 6715669 |
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Tuning parameter selection for the adaptive LASSO in the autoregressive model (English)
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15 May 2017
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autoregressive model
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Bayesian information criterion
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least absolute shrinkage and selection operator
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penalized estimation
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subset selection
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