Shrinkage tuning parameter selection with a diverging number of parameters

Published 2008 View Full Article

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Title
Shrinkage tuning parameter selection with a diverging number of parameters
Authors
Keywords
-
Journal
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
Volume 71, Issue 3, Pages 671-683
Publisher
Wiley
Online
2008-12-22
DOI
10.1111/j.1467-9868.2008.00693.x

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