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Tuning Parameter Selection Based on Blocked $$3\times 2$$3×2 Cross-Validation for High-Dimensional Linear Regression Model |
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| Authors: | Yang Xingli Wang Yu Wang Ruibo Chen Mengmeng Li Jihong |
| Affiliation: | 1.School of Mathematical Sciences, Shanxi University, Taiyuan, 030006, People’s Republic of China ;2.School of Software, Shanxi University, Taiyuan, 030006, People’s Republic of China ; |
| Abstract: | Neural Processing Letters - In high-dimensional linear regression, selecting an appropriate tuning parameter is essential for the penalized linear models. From the perspective of the expected... |
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