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Luca Martino

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Open access Aug 2026

Automatic uncertainty evaluation for determining the number of components in nested models and the shrinkage regularization parameters

Two procedures for constructing intervals that capture the uncertainty associated with determining the effective number of components in model selection problems or the shrinkage parameters in a regularization problem are proposed and examined.

Luca Martino, Roberto San Millán-Castillo, Eduardo Morgado · 0 citations

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