Thresholding-based iterative selection procedures for model selection and shrinkage

DOI10.1214/08-EJS348zbMath1326.62158arXiv0812.5061MaRDI QIDQ1951984

Yiyuan She

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.5061

zbMATH Keywords

model selectionridge regressionthresholdingshrinkagesparsityLassoSCADnonconvex penalties

Mathematics Subject Classification ID

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

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