SLASSO: a scaled LASSO for multicollinear situations (Q3389663)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SLASSO: a scaled LASSO for multicollinear situations |
scientific article |
Statements
SLASSO: a scaled LASSO for multicollinear situations (English)
0 references
23 March 2022
0 references
biasing parameter
0 references
\(L_1\)-penalty
0 references
LASSO
0 references
Liu estimation
0 references
multicollinearity
0 references
variable selection
0 references
0 references
