1 problem

0 votes0 replies0 views
Li–Liang proportionality conjecture for penalty parameters and standard errors
Let $\lambda_k$ be the tuning parameter associated with the covariate coefficient $\beta_k$ , and let the standard error of $\beta_k$ denote its estimated sampling uncertainty. Li–L…
Conjectureopenlongitudinal-data semiparametric-modeling variable-selectionarXiv posted 2 days ago

Li–Liang proportionality conjecture for penalty parameters and standard errors