Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?
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Publication:5231498
DOI10.1080/01621459.2018.1429276zbMath1420.62248arXiv1612.09415OpenAlexW2568703777MaRDI QIDQ5231498
Ryan J. Tibshirani, Saharon Rosset
Publication date: 27 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.09415
Related Items
Degrees of freedom for off-the-grid sparse estimation, Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression, Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate, Second-order Stein: SURE for SURE and other applications in high-dimensional inference
Uses Software
Cites Work
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