Integrative weighted group Lasso and generalized local quadratic approximation

DOI10.1016/j.csda.2016.06.004zbMath1466.62174OpenAlexW2469088283MaRDI QIDQ1658725

Yunpeng Zhao, Qing Pan

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.06.004

zbMATH Keywords

adaptive group LassoGWASgeneralized local quadratic approximationintegrative group Lassooptimization of non-convex functionvarying-coefficient regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Uses Software

• grplasso

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