Ontology highlight
ABSTRACT:
SUBMITTER: Ni A
PROVIDER: S-EPMC6107315 | biostudies-literature | 2018 Sep
REPOSITORIES: biostudies-literature
Scandinavian journal of statistics, theory and applications 20180116 3
Regularized variable selection is a powerful tool for identifying the true regression model from a large number of candidates by applying penalties to the objective functions. The penalty functions typically involve a tuning parameter that control the complexity of the selected model. The ability of the regularized variable selection methods to identify the true model critically depends on the correct choice of the tuning parameter. In this study we develop a consistent tuning parameter selectio ...[more]