The Mnet method for variable selection (Q5739463)
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scientific article; zbMATH DE number 6603978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Mnet method for variable selection |
scientific article; zbMATH DE number 6603978 |
Statements
The Mnet method for variable selection (English)
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15 July 2016
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correlated predictors
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minimax concave penalty
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oracle property
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\(p > n\) problems
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ridge regression
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0.794754683971405
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0.77293461561203
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0.7611789107322693
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0.7588722705841064
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