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Choosing a penalty for model selection in heteroscedastic regression

Choosing a penalty for model selection in heteroscedastic regression

16 December 2008
Sylvain Arlot
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Papers citing "Choosing a penalty for model selection in heteroscedastic regression"

5 / 5 papers shown
Title
Slope heuristics and V-Fold model selection in heteroscedastic
  regression using strongly localized bases
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
F. Navarro
Adrien Saumard
24
16
0
21 May 2015
Log-concavity and strong log-concavity: a review
Log-concavity and strong log-concavity: a review
Adrien Saumard
J. Wellner
49
274
0
23 Apr 2014
Model selection by resampling penalization
Model selection by resampling penalization
Sylvain Arlot
70
66
0
17 Jun 2009
Data-driven calibration of penalties for least-squares regression
Data-driven calibration of penalties for least-squares regression
Sylvain Arlot
P. Massart
152
159
0
06 Feb 2008
V-fold cross-validation improved: V-fold penalization
V-fold cross-validation improved: V-fold penalization
Sylvain Arlot
119
70
0
05 Feb 2008
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