Model selection via standard error adjusted adaptive Lasso

DOI10.1007/s10463-012-0370-0zbMath1440.62285OpenAlexW1986042756MaRDI QIDQ1934485

Wei Qian, Yuhong Yang

Publication date: 28 January 2013

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

Full work available at URL: http://hdl.handle.net/11299/199689

zbMATH Keywords

variable selectionBICmodel selection consistencysolution path

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Penalized \(M\)-estimation based on standard error adjusted adaptive elastic-net, A note on the adaptive Lasso for zero-inflated Poisson regression, A two-stage sparse logistic regression for optimal gene selection in high-dimensional microarray data classification

Uses Software

• glmnet
• foba

Cites Work

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