Robust combination of model selection methods for prediction

Wei, Xiaoqiao, Yang, Yuhong . Statistica Sinica 2012. 22 (3) :1021-1040

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Bibtex

@article{CIS-265560,
  Author = {Wei, Xiaoqiao and Yang, Yuhong},
  Title = {Robust combination of model selection methods for prediction},
  Journal = {Statistica Sinica},
  Volume = {22},
  Number = {3},
  Year = {2012},
  Pages = {1021--1040},
  Keywords = {Decision theory, Expected utility, Model selection, Cross-validation, information criteria, ARM, adaptive lasso, SCAD, combining model selection methods}
}

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