Tuning Parameter Estimation in Penalized Least Squares Methodology
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Publication:3102894
DOI10.1080/03610918.2011.575507zbMath1227.62047OpenAlexW2079691280MaRDI QIDQ3102894
Kalliopi Mylona, Emmanouil Androulakis, Christos Koukouvinos
Publication date: 25 November 2011
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2011.575507
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Cites Work
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- Error estimates for linear systems with applications to regularization
- Error estimates for the regularization of least squares problems
- Least angle regression. (With discussion)
- DASSO: Connections Between the Dantzig Selector and Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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