Tuning parameter selection for the adaptive LASSO in the autoregressive model
type: Item
instance of: scholarly article
title: Tuning parameter selection for the adaptive LASSO in the autoregressive model
zbMATH Open document ID: 1485.62123
author: Sangin Lee
author: Okyoung Na
author: Sunghoon Kwon
published in: Journal of the Korean Statistical Society
publication date: 2017-05-15T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 6715669
zbMATH Keywords: autoregressive model
zbMATH Keywords: Bayesian information criterion
zbMATH Keywords: least absolute shrinkage and selection operator
zbMATH Keywords: penalized estimation
zbMATH Keywords: subset selection
MaRDI profile type: Publication
full work available at URL: j.jkss.2016.10.005
OpenAlex ID: W2554472417
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DOI: 10.1016/J.JKSS.2016.10.005
description: scientific article; zbMATH DE number 6715669