Variable Inclusion and Shrinkage Algorithms

DOI10.1198/016214508000000481zbMath1205.62100MaRDI QIDQ3069866

Peter Radchenko, Gareth M. James

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214508000000481

zbMATH Keywords

variable selection; generalized linear model; Dantzig selector; Lasso

Mathematics Subject Classification ID

62J12: Generalized linear models (logistic models)

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