An extended variable inclusion and shrinkage algorithm for correlated variables (Q2359516)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An extended variable inclusion and shrinkage algorithm for correlated variables |
scientific article |
Statements
An extended variable inclusion and shrinkage algorithm for correlated variables (English)
0 references
29 June 2017
0 references
variable selection
0 references
VISA algorithm
0 references
elastic-net
0 references
LARS
0 references
linear regression
0 references
smooth Lasso
0 references