The application of regularisation to variable selection in statistical modelling
DOI10.1016/J.CAM.2021.113884OpenAlexW3210579564MaRDI QIDQ2059638FDOQ2059638
Joab R. Winkler, Marilena Mitrouli, Christos Koukouvinos
Publication date: 14 December 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113884
Lassocondition numberdiscrete Picard conditionregularisation errorridge regression (Tikhonov regularisation)
General nonlinear regression (62J02) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Ill-posedness and regularization problems in numerical linear algebra (65F22)
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Cited In (3)
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