Relaxed Lasso

DOI10.1016/J.CSDA.2006.12.019zbMath1452.62522OpenAlexW4229873072WikidataQ105583591 ScholiaQ105583591MaRDI QIDQ1020826

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.019

zbMATH Keywords

high dimensionality dimensionality reduction Lasso \(\ell_q\)-norm penalisation bridge estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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