The composite absolute penalties family for grouped and hierarchical variable selection

DOI10.1214/07-AOS584zbMath1369.62164arXiv0909.0411OpenAlexW1994309289MaRDI QIDQ1043749

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.0411

zbMATH Keywords

linear regression variable selection penalized regression hierarchical models coefficient paths grouped selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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