Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters (Q2027229)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters |
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Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters (English)
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25 May 2021
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adaptive Lasso
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\(C_p\) criterion
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GCV criterion
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generalized ridge regression
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GIC
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linear regression
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model selection criterion
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optimization problem
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regularization parameters
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sparsity
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