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A note on the generalized degrees of freedom under the \(L_{1}\) loss function - MaRDI portal

A note on the generalized degrees of freedom under the \(L_{1}\) loss function (Q607177)

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scientific article; zbMATH DE number 5817705
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A note on the generalized degrees of freedom under the \(L_{1}\) loss function
scientific article; zbMATH DE number 5817705

    Statements

    A note on the generalized degrees of freedom under the \(L_{1}\) loss function (English)
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    19 November 2010
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    adaptive model selection
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    covariance penalty
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    degrees of freedom
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    generalized cross-validation
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    least absolute deviations
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    modeling procedure
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