Cheryl Flynn

New York University (NYU) - Leonard N. Stern School of Business

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

SCHOLARLY PAPERS

2

DOWNLOADS

70

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Efficiency and Consistency for Regularization Parameter Selection in Penalized Regression: Asymptotics and Finite-Sample Corrections

NYU Working Paper No. 2451/31317
Number of pages: 39 Posted: 10 Sep 2013
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 48 (398,948)

Abstract:

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Akaike information criterion, Bayesian information criterion, Least ab- solute shrinkage and selection operator, Model selection/ Variable Selection, Penalized regression, Smoothly clipped absolute deviation

2.

Supplement to 'Efficiency and Consistency for Regularization Parameter Selection in Penalized Regression: Asymptotics and Finite-Sample Corrections'

NYU Working Paper No. SOR-2011-02
Number of pages: 13 Posted: 19 Nov 2011
New York University (NYU) - Leonard N. Stern School of Business, Stern School of Business, New York University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 22 (515,263)

Abstract:

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Akaike information criterion; Bayesian information criterion; Least ab-solute shrinkage and selection operator; Model selection/ VariableSelection; Penalized regression; Smoothly clipped absolute deviation.