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A note on the generalized degrees of freedom under the L₁ loss function

Authors:	Xiaoli Gao Yixin Fang

Institution:	^a Department of Mathematics and Statistics, Oakland University, Rochester, MI 48309, USA ^b Department of Mathematics and Statistics, Georgia State University, Atlanta, GA 30303, USA

Abstract:

Keywords:	Adaptive model selection Covariance penalty Degrees of freedom Generalized cross-validation Least absolute deviations Modeling procedure
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