On the grouped selection and model complexity of the adaptive elastic net

DOI10.1007/s11222-010-9181-4zbMath1255.62215OpenAlexW2049627882MaRDI QIDQ5917858

Samiran Ghosh

Publication date: 31 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9181-4

zbMATH Keywords

variable selectionadaptive lassodouble regularizationgrouping effectLARS-EN algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99)

Related Items

Variable selection for survival data with a class of adaptive elastic net techniques, Reader reaction to “Outcome‐adaptive lasso: Variable selection for causal inference” by Shortreed and Ertefaie (2017), Adaptive sparse group LASSO in quantile regression

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