Regularisation Parameter Selection Via Bootstrapping

DOI10.1111/anzs.12168zbMath1373.62117OpenAlexW2523465285MaRDI QIDQ5361202

Bingqing Lin, Jiming Jiang, Zhen Pang

Publication date: 27 September 2017

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12168

zbMATH Keywords

likelihoodLassoSCADpenalised likelihood methods

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40)

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