Penalized linear regression methods where the predictors have grouping effect

MaRDI QIDQ5134169zbMATH OpenFDO

Authors Kanyalin Jiratchayut, Chinnaphong Bumrungsup

Publication date 11 November 2020

zbMATH Keywords

adaptive elastic netcorrelation based penaltyelastic netparameter estimationSCAD-\(L_2\)variable selection

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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(5)

• Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
• On the impact of model selection on predictor identification and parameter inference
• A penalized likelihood method for multi‐group structural equation modelling
• Penalized estimation in additive varying coefficient models using grouped regularization

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