Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
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Publication:2253826
DOI10.1007/s13571-013-0065-4zbMath1305.62241OpenAlexW2011336262MaRDI QIDQ2253826
Abdallah Mkhadri, Mohammed El Anbari
Publication date: 13 February 2015
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-013-0065-4
Related Items (8)
An extended variable inclusion and shrinkage algorithm for correlated variables ⋮ Graph structured sparse subset selection ⋮ A coordinate descent algorithm for computing penalized smooth quantile regression ⋮ Penalized regression combining the \( L_{1}\) norm and a correlation based penalty ⋮ The structured elastic net for quantile regression and support vector classification ⋮ The Adaptive Gril Estimator with a Diverging Number of Parameters ⋮ Regression with adaptive Lasso and correlation based penalty ⋮ Graph-Based Regularization for Regression Problems with Alignment and Highly Correlated Designs
Uses Software
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