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Tuning parameter selectors for the smoothly clipped absolute deviation method
The penalised least squares approach with smoothly clipped absolute deviation penalty has been consistently demonstrated to be an attractive regression shrinkage and selection method. It not only automatically and consistently selects the important variables, but also produces estimators which are a...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2007
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2663963/ https://ncbi.nlm.nih.gov/pubmed/19343105 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asm053 |
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