Covariance-Regularized Regression and Classification for high Dimensional Problems
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Publication:2920259
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
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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Uses Software
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