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Volumn 65, Issue 4, 2011, Pages 223-228

Empirical performance of cross-validation with oracle methods in a genomics context

Author keywords

Adaptive lasso; Lasso; Model selection; Oracle estimation

Indexed keywords


EID: 84856050251     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/tas.2011.11052     Document Type: Article
Times cited : (22)

References (9)
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    • Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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    • Fan, J., and Li, R. (2001), "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, 96, 1348-1360. 223, 224
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    • Fan, J.1    Li, R.2
  • 3
    • 58149345975 scopus 로고    scopus 로고
    • DASSO: Connections Between the Danzig Selector and Lasso. Journal of the Royal Statistical Society
    • 224
    • James, G. M., Radchenko, P., and Lv, J. (2009), "DASSO: Connections Between the Danzig Selector and Lasso. Journal of the Royal Statistical Society, Series B, 71, 127-142. 224
    • (2009) Series B , vol.71 , pp. 127-142
    • James, G.M.1    Radchenko, P.2    Lv, J.3
  • 4
    • 15744376883 scopus 로고    scopus 로고
    • Model Selection and Inference: Facts and Fiction
    • 228
    • Leeb, H., and Pötscher, B. M. (2005), "Model Selection and Inference: Facts and Fiction, Econometric Theory, 21, 21-59. 228
    • (2005) Econometric Theory , vol.21 , pp. 21-59
    • Leeb, H.1    Pötscher, B.M.2
  • 5
    • 68949197985 scopus 로고    scopus 로고
    • On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding
    • 228
    • Pötscher, B. K., and Leeb, H. (2007), "On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding," Journal of Multivariate Analysis, 10, 2065-2082. 228
    • (2007) Journal of Multivariate Analysis , vol.10 , pp. 2065-2082
    • Pötscher, B.K.1    Leeb, H.2
  • 7
    • 34548536572 scopus 로고    scopus 로고
    • Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method
    • 224
    • Wang, H., Li, R., and Tsai, C-L. (2007), "Tuning Parameter Selectors for the Smoothly Clipped Absolute Deviation Method," Biometrika, 94, 553-568. 224
    • (2007) Biometrika , vol.94 , pp. 553-568
    • Wang, H.1    Li, R.2    Tsai, C.-L.3
  • 8
    • 33846114377 scopus 로고    scopus 로고
    • The Adaptive Lasso and its Oracle Properties
    • 223, 224
    • Zou, H. (2006), "The Adaptive Lasso and its Oracle Properties," Journal of the American Statistical Association, 101, 1418-1429. 223, 224
    • (2006) Journal of the American Statistical Association , vol.101 , pp. 1418-1429
    • Zou, H.1
  • 9
    • 51049104549 scopus 로고    scopus 로고
    • One-Step Sparse Estimates in Nonconcave Penalized Likelihood Models
    • 224, 228
    • Zou, H., and Li, R. (2008), "One-Step Sparse Estimates in Nonconcave Penalized Likelihood Models," The Annals of Statistics, 36, 1509-1533. 224 228
    • (2008) The Annals of Statistics , vol.36 , pp. 1509-1533
    • Zou, H.1    Li, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.