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On the robustness of the adaptive lasso to model misspecification

Penalization methods have been shown to yield both consistent variable selection and oracle parameter estimation under correct model specification. In this article, we study such methods under model misspecification, where the assumed form of the regression function is incorrect, including generaliz...

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書誌詳細
主要な著者: LU, W., GOLDBERG, Y., FINE, J. P.
フォーマット: Artigo
言語:Inglês
出版事項: Oxford University Press 2012
主題:
オンライン・アクセス:https://ncbi.nlm.nih.gov/pmc/articles/PMC4188068/
https://ncbi.nlm.nih.gov/pubmed/25294946
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/ass027
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