The Mnet method for variable selection (Q5739463)
From MaRDI portal
scientific article; zbMATH DE number 6603978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Mnet method for variable selection |
scientific article; zbMATH DE number 6603978 |
Statements
The Mnet method for variable selection (English)
0 references
15 July 2016
0 references
correlated predictors
0 references
minimax concave penalty
0 references
oracle property
0 references
\(p > n\) problems
0 references
ridge regression
0 references
