SLASSO: a scaled LASSO for multicollinear situations (Q3389663)

From MaRDI portal





scientific article; zbMATH DE number 7497099
Language Label Description Also known as
default for all languages
No label defined
    English
    SLASSO: a scaled LASSO for multicollinear situations
    scientific article; zbMATH DE number 7497099

      Statements

      SLASSO: a scaled LASSO for multicollinear situations (English)
      0 references
      0 references
      0 references
      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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references