Numerical methods for estimating the tuning parameter in penalized least squares problems

Christos Koukouvinos, Angeliki Lappa, Marilena Mitrouli, Paraskevi Roupa, Ondrej Turek. Numerical methods for estimating the tuning parameter in penalized least squares problems. Communications in Statistics - Simulation and Computation, 51(4):1542-1563, 2022. [doi]

Abstract

Abstract is missing.