When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples

DOI10.1093/BIOMET/ASU034zbMath1306.62160OpenAlexW2107012466WikidataQ124802018 ScholiaQ124802018MaRDI QIDQ2934760

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Publication date: 22 December 2014

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asu034

zbMATH Keywords

regularizationmodel selectiondegrees of freedomoptimism

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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