An extended variable inclusion and shrinkage algorithm for correlated variables
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Publication:2359516
DOI10.1016/j.csda.2012.07.023zbMath1365.62282OpenAlexW1979568080MaRDI QIDQ2359516
Mohamed Ouhourane, Abdallah Mkhadri
Publication date: 29 June 2017
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.07.023
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)
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Cites Work
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