A study on tuning parameter selection for the high-dimensional lasso
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Publication:4960728
DOI10.1080/00949655.2018.1491575OpenAlexW2810155361MaRDI QIDQ4960728
Darren Homrighausen, Daniel J. McDonald
Publication date: 23 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.01522
Related Items (3)
Time series graphical Lasso and sparse VAR estimation ⋮ A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates ⋮ Tuning parameter selection for penalized estimation via \(R^2\)
Uses Software
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