Optimal tuning parameter estimation in maximum penalized likelihood method

DOI10.1007/s10463-008-0186-0zbMath1440.62035OpenAlexW2086129744MaRDI QIDQ904097

Kaoru Fueda, Masao Ueki

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0186-0

zbMATH Keywords

cross-validationKullback-Leibler informationridge regressiongeneralized information criterionpenalized splinemaximum penalized likelihood methoddirect plug-in methodtuning parameter estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Efficient Regularization Parameter Selection Via Information Criteria ⋮ A boosting method for maximization of the area under the ROC curve ⋮ A non-iterative optimization method for smoothness in penalized spline regression

Uses Software

• numDeriv

Cites Work

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