Pages that link to "Item:Q961274"
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The following pages link to Shrinkage and model selection with correlated variables via weighted fusion (Q961274):
Displayed 9 items.
- The sparse Laplacian shrinkage estimator for high-dimensional regression (Q651021) (← links)
- Practical variable selection for generalized additive models (Q901636) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- Penalized regression combining the \( L_{1}\) norm and a correlation based penalty (Q2253826) (← links)
- Special issue on variable selection and robust procedures (Q2445742) (← links)
- The Adaptive Gril Estimator with a Diverging Number of Parameters (Q2859305) (← links)
- Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data (Q2876160) (← links)
- Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data (Q2905731) (← links)
- Group variable selection for data with dependent structures (Q4913930) (← links)