Improved variable selection with forward-lasso adaptive shrinkage (Q542500): Difference between revisions

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+.3390
@@ Property / arXiv ID: 1104.3390 / rank @@
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Statistical View of Some Chemometrics Regression Tools
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+Pathwise coordinate optimization
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+Q3543468
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+FIRST: combining forward iterative selection and shrinkage in high dimensional sparse linear regression
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+A generalized Dantzig selector with shrinkage tuning
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+Relaxed Lasso
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+Variable Inclusion and Shrinkage Algorithms
@@ Property / cites work: Variable Inclusion and Shrinkage Algorithms / rank @@
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+Q4864293
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+W1972414162
@@ Property / OpenAlex ID: W1972414162 / rank @@
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