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Regularization Parameter Selections via Generalized Information Criterion

We apply the nonconcave penalized likelihood approach to obtain variable selections as well as shrinkage estimators. This approach relies heavily on the choice of regularization parameter, which controls the model complexity. In this paper, we propose employing the generalized information criterion...

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Bibliografski detalji
Glavni autori: Zhang, Yiyun, Li, Runze, Tsai, Chih-Ling
Format: Artigo
Jezik:Inglês
Izdano: 2010
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC2911045/
https://ncbi.nlm.nih.gov/pubmed/20676354
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jasa.2009.tm08013
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