Cover Image

Degrees of Freedom in Penalized Regression: Model Selection with Adaptive Penalties

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bernardi, Mauro, Canale, Antonio, Stefanucci, Marco
Format:	Preprint
Published:	2025
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Adaptive Penalized Doubly Robust Regression for Longitudinal Data
by: Wang, Yuyao, et al.
Published: (2026)

An Improved Satterthwaite Effective Degrees of Freedom Correction for Weighted Syntheses of Variance
by: von Davier, Matthias
Published: (2025)

Bayesian Dynamic Quantile Model Averaging
by: Bernardi, Mauro, et al.
Published: (2016)

Latent Gaussian and Hüsler--Reiss Graphical Models with Golazo Penalty
by: Rodríguez, Ignacio Echave-Sustaeta, et al.
Published: (2024)

Lasso Penalization for High-Dimensional Beta Regression Models: Computation, Analysis, and Inference
by: Ramezani, Niloofar, et al.
Published: (2025)

Adaptive partition Factor Analysis
by: Bortolato, Elena, et al.
Published: (2024)

Bayesian Nonparametrics for Principal Stratification with Continuous Post-Treatment Variables
by: Zorzetto, Dafne, et al.
Published: (2024)

Regression Model Selection Under General Conditions
by: Lusompa, Amaze
Published: (2025)

Functional Adaptive Double-Sparsity Estimator for Functional Linear Regression Model with Multiple Functional Covariates
by: Cao, Cheng, et al.
Published: (2023)

Strong Oracle Guarantees for Partial Penalized Tests of High Dimensional Generalized Linear Models
by: Jacobson, Tate
Published: (2024)

Penalized GEE for Complex Carry-Over in Repeated-Measures Crossover Designs
by: Cruz, N. A., et al.
Published: (2024)

Hypothesis Testing for Penalized Estimating Equations with Cross-Fitted Covariance Calibration
by: Zhou, Jing, et al.
Published: (2026)

Penalized spline estimation of principal components for sparse functional data: rates of convergence
by: He, Shiyuan, et al.
Published: (2024)

Statistical Inference on High Dimensional Gaussian Graphical Regression Models
by: Meng, Xuran, et al.
Published: (2024)

Joint Spectral Clustering in Multilayer Degree-Corrected Stochastic Blockmodels
by: Agterberg, Joshua, et al.
Published: (2022)

Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025)

Degree-heterogeneous Latent Class Analysis for High-dimensional Discrete Data
by: Lyu, Zhongyuan, et al.
Published: (2024)

Debiased Inference for High-Dimensional Regression Models Based on Profile M-Estimation
by: Wang, Yi, et al.
Published: (2025)

Regularized Nonlinear Regression with Dependent Errors and its Application to a Biomechanical Model
by: You, Hojun, et al.
Published: (2022)

Anytime-Valid Linear Models and Regression Adjusted Causal Inference in Randomized Experiments
by: Lindon, Michael, et al.
Published: (2022)

Model Checking for Regressions Based on Weighted Residual Processes with Diverging Number of Predictors
by: Hu, Yue, et al.
Published: (2026)

Asymptotic Inference for Constrained Regression
by: Sankaranarayanan, Madhav, et al.
Published: (2025)

Distribution-in-distribution-out Regression
by: Chen, Xiaoyu, et al.
Published: (2024)

Almost Unbiased Liu Type Estimator in Bell Regression Model: Theory, Simulation and Application
by: Tanış, Caner, et al.
Published: (2025)

Optimal and Structure-Adaptive CATE Estimation with Kernel Ridge Regression
by: Kim, Seok-Jin
Published: (2026)

Correcting the Coverage Bias of Quantile Regression
by: Gibbs, Isaac, et al.
Published: (2025)

Doubly-Unlinked Regression for Dependent Data
by: Burman, Anik, et al.
Published: (2026)

Covariance Regression with High-Dimensional Predictors
by: He, Yuheng, et al.
Published: (2024)

An Ising Similarity Regression Model for Modeling Multivariate Binary Data
by: Tho, Zhi Yang, et al.
Published: (2024)

Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals
by: Wang, Yiren, et al.
Published: (2021)

Bayesian Models for Joint Selection of Features and Auto-Regressive Lags: Theory and Applications in Environmental and Financial Forecasting
by: Manna, Alokesh, et al.
Published: (2025)

Structurally Aware Robust Model Selection for Mixtures
by: Li, Jiawei, et al.
Published: (2024)

Model Selection over Partially Ordered Sets
by: Taeb, Armeen, et al.
Published: (2023)

Prediction Suboptimality of the Lasso in Sparse Linear Regression
by: Liu, Guo
Published: (2026)

Direct Bayesian Regression for Distribution-valued Covariates
by: Tang, Bohao, et al.
Published: (2023)

Bayesian Quantile Estimation and Regression with Martingale Posteriors
by: Fong, Edwin, et al.
Published: (2024)

Robust Functional Regression with Discretely Sampled Predictors
by: Kalogridis, Ioannis, et al.
Published: (2023)

Multiscale Quantile Regression with Local Error Control
by: Liu, Zhi, et al.
Published: (2024)

Cellwise and Casewise Robust Multivariate Regression with Inference
by: Centofanti, Fabio, et al.
Published: (2026)

A New Regression Model for Analyzing Non-Stationary Extremes in Response and Covariate Variables with an Application in Meteorology
by: Bernoussi, Amina El, et al.
Published: (2025)