Assessing Tuning Parameter Selection Variability in Penalized Regression
نویسندگان
چکیده
منابع مشابه
Tuning parameter selection in high dimensional penalized likelihood
Determining how to select the tuning parameter appropriately is essential in penalized likelihood methods for high dimensional data analysis. We examine this problem in the setting of penalized likelihood methods for generalized linear models, where the dimensionality of covariates p is allowed to increase exponentially with the sample size n. We propose to select the tuning parameter by optimi...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2018
ISSN: 0040-1706,1537-2723
DOI: 10.1080/00401706.2018.1513380