Flexible dimension reduction in regression
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Publication:4639590
DOI10.5705/ss.202016.0080zbMath1390.62126MaRDI QIDQ4639590
Publication date: 9 May 2018
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202016.0080
62J07: Ridge regression; shrinkage estimators (Lasso)
62H20: Measures of association (correlation, canonical correlation, etc.)
Uses Software