On the Non-Negative Garrotte Estimator
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Publication:5422022
DOI10.1111/J.1467-9868.2007.00581.XzbMath1120.62052OpenAlexW2141613549MaRDI QIDQ5422022
Publication date: 26 October 2007
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00581.x
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Cites Work
- Heuristics of instability and stabilization in model selection
- Least angle regression. (With discussion)
- Calibration and empirical Bayes variable selection
- Better Subset Regression Using the Nonnegative Garrote
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Adaptive Model Selection
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
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