Efficiency for regularization parameter selection in penalized likelihood estimation of misspecified models

Journal of the American Statistical Association

Volumn 108, Issue 503, 2013, Pages 1031-1043

  Flynn, Cheryl J ^a   Hurvich, Clifford M ^a   Simonoff, Jeffrey S ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Akaike information criterion (AIC); Least absolute shrinkage and selection operator (Lasso); Model selection Variable selection; Regularization methods; Smoothly clipped absolute deviation (SCAD)

Indexed keywords

EID: 84890011285     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2013.801775     Document Type: Article

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