Covariance-Regularized Regression and Classification for high Dimensional Problems

DOI10.1111/j.1467-9868.2009.00699.xzbMath1250.62033WikidataQ33591022 ScholiaQ33591022MaRDI QIDQ2920259

Daniela M. Witten, Robert Tibshirani

Publication date: 25 October 2012

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2806603

zbMATH Keywords

variable selection; covariance regularization; \(n\ll p\)

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62J12: Generalized linear models (logistic models)

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