An adaptive triple-shrinkage framework for linear models with oracle properties
From MaRDI portal
Cites work
- A new class of blased estimate in linear regression
- Better Subset Regression Using the Nonnegative Garrote
- Estimating the dimension of a model
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Least angle regression. (With discussion)
- Liu and Ridge Estimators-A Comparison
- Nonconcave penalized likelihood with a diverging number of parameters.
- On Biased Estimation in Linear Models
- On the ``degrees of freedom of the lasso
- On the adaptive elastic net with a diverging number of parameters
- On the grouped selection and model complexity of the adaptive elastic net
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Regularization and variable selection with triple shrinkage in linear regression: a generalization of lasso
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- The Adaptive Lasso and Its Oracle Properties
- The Estimation of Prediction Error
- The Restricted and Unrestricted Two-Parameter Estimators
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Usage of the GO estimator in high dimensional linear models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: An adaptive triple-shrinkage framework for linear models with oracle properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7321737)
