SLASSO: a scaled LASSO for multicollinear situations

DOI10.1080/00949655.2021.1924174OpenAlexW3163178158MaRDI QIDQ3389663FDOQ3389663

Authors: M. Arashi, Yasin Asar, B. Yüzbaşı 

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1924174

Recommendations

• Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
• Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO
• Structured Lasso for regression with matrix covariates
• Slope meets Lasso: improved oracle bounds and optimality
• Sparse sliced inverse regression via Lasso
• A multi-stage framework for Dantzig selector and LASSO
• Log-ratio Lasso: scalable, sparse estimation for log-ratio models
• Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
• Simple expressions of the Lasso and SLOPE estimators in low-dimension
• Marginalized Lasso in sparse regression

zbMATH Keywords

variable selectionmulticollinearityLASSObiasing parameter\(L_1\)-penaltyLiu estimation

Mathematics Subject Classification ID

Statistics (62-XX) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Asymptotics for Lasso-type estimators.
• Relaxed Lasso
• Improved Liu estimator in a linear regression model
• A new class of blased estimate in linear regression
• Title not available (Why is that?)
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Difference based ridge and Liu type estimators in semiparametric regression models
• Modified restricted Liu estimator in logistic regression model
• On Biased Estimation in Linear Models
• Rank-based Liu regression
• Usage of the GO estimator in high dimensional linear models

Cited In (2)

• A new class of efficient and debiased two-step shrinkage estimators: method and application
• Diagnostic measures for the restricted Liu estimator in linear measurement error models

This page was built for publication: SLASSO: a scaled LASSO for multicollinear situations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3389663)