Within group variable selection through the exclusive Lasso
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Publication:1676787
DOI10.1214/17-EJS1317zbMath1408.62132arXiv1505.07517MaRDI QIDQ1676787
Frederick Campbell, Genevera I. Allen
Publication date: 10 November 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07517
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to physics (62P35)
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