Variable selection under multicollinearity using modified log penalty (Q5036976)
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scientific article; zbMATH DE number 7481411
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| English | Variable selection under multicollinearity using modified log penalty |
scientific article; zbMATH DE number 7481411 |
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Variable selection under multicollinearity using modified log penalty (English)
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25 February 2022
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grouping effect
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modified log penalty
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multicollinearity
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penalized regression
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strictly concave penalty function
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0.7214025855064392
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0.7173934578895569
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0.7129744291305542
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0.7076390385627747
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