SLASSO: a scaled LASSO for multicollinear situations (Q3389663)
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scientific article; zbMATH DE number 7497099
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SLASSO: a scaled LASSO for multicollinear situations |
scientific article; zbMATH DE number 7497099 |
Statements
SLASSO: a scaled LASSO for multicollinear situations (English)
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23 March 2022
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biasing parameter
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\(L_1\)-penalty
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LASSO
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Liu estimation
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multicollinearity
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variable selection
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0.8485886
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0.8464756
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0.84432006
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0.8425297
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0.8356591
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0.83314645
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0.8318864
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0.8300949
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