Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041)
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scientific article; zbMATH DE number 7281527
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English | Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure |
scientific article; zbMATH DE number 7281527 |
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Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (English)
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3 December 2020
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collinearity
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generalized linear models
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nonconvex penalty
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oracle ridge estimator
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variable selection
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