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Subject
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Solution path 2 BIC 1 High dimensionality 1 Model selection consistency 1 Oracle property 1 RKHS 1 Semiparametric models 1 Shrinkage methods 1 Smoothing splines 1 Variable selection 1
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Undetermined 2
Type of publication
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Article 2
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Undetermined 2
Author
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Cheng, Guang 1 Qian, Wei 1 Shang, Zuofeng 1 Yang, Yuhong 1 Zhang, Hao 1
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Annals of the Institute of Statistical Mathematics 2
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RePEc 2
Showing 1 - 2 of 2
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Sparse and efficient estimation for partial spline models with increasing dimension
Cheng, Guang; Zhang, Hao; Shang, Zuofeng - In: Annals of the Institute of Statistical Mathematics 67 (2015) 1, pp. 93-127
compute the solution path. We then extend the procedure to situations when the number of predictors increases with the sample …
Persistent link: https://www.econbiz.de/10011152096
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Model selection via standard error adjusted adaptive lasso
Qian, Wei; Yang, Yuhong - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 295-318
The adaptive lasso is a model selection method shown to be both consistent in variable selection and asymptotically normal in coefficient estimation. The actual variable selection performance of the adaptive lasso depends on the weight used. It turns out that the weight assignment using the OLS...
Persistent link: https://www.econbiz.de/10010634434
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