Degrees of freedom and model search

DOI10.5705/ss.2014.147zbMath1415.62058arXiv1402.1920OpenAlexW2085933024MaRDI QIDQ2950216

Ryan J. Tibshirani

Publication date: 8 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.1920

zbMATH Keywords

model searchlassodegrees of freedombest subset selectionStein's formula

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10) Linear inference, regression (62J99)

Related Items (10)

Degrees of freedom for off-the-grid sparse estimation ⋮ Degrees of freedom for piecewise Lipschitz estimators ⋮ On Stein's unbiased risk estimate for reduced rank estimators ⋮ Computing the degrees of freedom of rank-regularized estimators and cousins ⋮ Degrees of freedom and model selection for \(k\)-means clustering ⋮ Prediction error after model search ⋮ Additive models with trend filtering ⋮ Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions ⋮ Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? ⋮ Unnamed Item

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