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Consistent selection of tuning parameters via variable selection stability
kappa coefficient penalized regression selection consistency stability tuning
2012/9/17
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature,...
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks
Large information plus noise random matrix models consistent subspace estimation large sensor networks
2011/7/7
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by ...
Admissible, consistent multiple testing with applications including variable selection
backward method exponential family forward method step-down procedures step-up procedures
2009/9/16
For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting var...