A new sparse variable selection via random-effect model

DOI10.1016/j.jmva.2013.11.016zbMath1280.62026OpenAlexW1989127868MaRDI QIDQ2637604

Youngjo Lee, Hee-Seok Oh

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.016

zbMATH Keywords

predictionmaximum likelihood estimatorvariable selectionsparsity

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Statistical ranking and selection procedures (62F07)

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Uses Software

• scca

Cites Work

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• Comments on «Wavelets in statistics: A review» by A. Antoniadis
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Double Hierarchical Generalized Linear Models (With Discussion)

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