Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters (Q2027229)

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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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