Improved Loss Estimation for the Lasso: A Variable Selection Tool

Author:

Narayanan Rajendran,Wells Martin T.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Bayesian and minimax estimators of loss;Japanese Journal of Statistics and Data Science;2024-07-02

2. Inadmissibility of the corrected Akaike information criterion;Bernoulli;2024-05-01

3. Data based loss estimation of the mean of a spherical distribution with a residual vector;Metrika;2023-02-06

4. Improved loss estimation for a normal mean matrix;Journal of Multivariate Analysis;2019-01

5. Loss and Confidence Level Estimation;Springer Series in Statistics;2018

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