A doubly sparse approach for group variable selection

DOI10.1007/s10463-016-0571-zzbMath1436.62327OpenAlexW2462083476MaRDI QIDQ1680797

Sunghoon Kwon, Woncheol Jang, Jeongyoun Ahn, Yongdai Kim, Sangin Lee

Publication date: 16 November 2017

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-016-0571-z

zbMATH Keywords

variable selectiongroup selectiondoubly sparse penaltygroup selection consistency

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

DC programming and DCA: thirty years of developments

Uses Software

• glasso

Cites Work

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