Model selection with mixed variables on the Lasso path
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Publication:2040668
DOI10.1007/s13571-019-00219-5zbMath1469.62305MaRDI QIDQ2040668
X. Jessie Jeng, Huimin Peng, Wen-Bin Lu
Publication date: 14 July 2021
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-019-00219-5
62J07: Ridge regression; shrinkage estimators (Lasso)
62F07: Statistical ranking and selection procedures
Uses Software