Smooth predictive model fitting in regression
From MaRDI portal
Publication:512005
DOI10.1016/j.jmva.2016.12.010zbMath1356.62090OpenAlexW2570669384MaRDI QIDQ512005
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.010
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Statistics for high-dimensional data. Methods, theory and applications.
- Consistent tuning parameter selection in high dimensional sparse linear regression
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Estimating the dimension of a model
- Least angle regression. (With discussion)
- Model selection via multifold cross validation
- Statistical predictor identification
- Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Extended Bayesian information criteria for model selection with large model spaces
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- An optimal selection of regression variables
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- REACT Scatterplot Smoothers: Superefficiency through Basis Economy
- Model Selection and Estimation in Regression with Grouped Variables
- Some Comments on C P
- Tuning Parameter Selection in High Dimensional Penalized Likelihood
- Nonparametric estimation of a regression function
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item