In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...

This is a preview. Log in through your library . Abstract A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers in the ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...