Shrinkage tuning parameter selection with a diverging number of parameters

10.1111/j.1467-9868.2008.00693.x

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Main Authors:	Wang, H., Li, B., Leng, C.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Bayesian information criterion Diverging number of parameters Lasso Smoothly clipped absolute deviation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105363
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105363
record_format	dspace
spelling	sg-nus-scholar.10635-1053632024-11-09T04:05:00Z Shrinkage tuning parameter selection with a diverging number of parameters Wang, H. Li, B. Leng, C. STATISTICS & APPLIED PROBABILITY Bayesian information criterion Diverging number of parameters Lasso Smoothly clipped absolute deviation 10.1111/j.1467-9868.2008.00693.x Journal of the Royal Statistical Society. Series B: Statistical Methodology 71 3 671-683 2014-10-28T05:15:11Z 2014-10-28T05:15:11Z 2009-06 Article Wang, H., Li, B., Leng, C. (2009-06). Shrinkage tuning parameter selection with a diverging number of parameters. Journal of the Royal Statistical Society. Series B: Statistical Methodology 71 (3) : 671-683. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9868.2008.00693.x 13697412 http://scholarbank.nus.edu.sg/handle/10635/105363 000266602200006 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Bayesian information criterion Diverging number of parameters Lasso Smoothly clipped absolute deviation
spellingShingle	Bayesian information criterion Diverging number of parameters Lasso Smoothly clipped absolute deviation Wang, H. Li, B. Leng, C. Shrinkage tuning parameter selection with a diverging number of parameters
description	10.1111/j.1467-9868.2008.00693.x
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Wang, H. Li, B. Leng, C.
format	Article
author	Wang, H. Li, B. Leng, C.
author_sort	Wang, H.
title	Shrinkage tuning parameter selection with a diverging number of parameters
title_short	Shrinkage tuning parameter selection with a diverging number of parameters
title_full	Shrinkage tuning parameter selection with a diverging number of parameters
title_fullStr	Shrinkage tuning parameter selection with a diverging number of parameters
title_full_unstemmed	Shrinkage tuning parameter selection with a diverging number of parameters
title_sort	shrinkage tuning parameter selection with a diverging number of parameters
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105363
_version_	1821226303085346816

Shrinkage tuning parameter selection with a diverging number of parameters

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