Sparse regression with exact clustering

DOI10.1214/10-EJS578zbMath1329.62327WikidataQ62065860 ScholiaQ62065860MaRDI QIDQ1952092

Yiyuan She

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1286889184

zbMATH Keywords

clusteringthresholdingsparsityLasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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