SLASSO: a scaled LASSO for multicollinear situations

DOI10.1080/00949655.2021.1924174OpenAlexW3163178158MaRDI QIDQ3389663

Bahadır Yüzbaşı, Mohammad Arashi, Yasin Asar

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

zbMATH Keywords

variable selectionmulticollinearityLASSObiasing parameter\(L_1\)-penaltyLiu estimation

Mathematics Subject Classification ID

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

Related Items (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

Cites Work

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• Ideal spatial adaptation by wavelet shrinkage
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• On Biased Estimation in Linear Models

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