SLASSO: a scaled LASSO for multicollinear situations

DOI10.1080/00949655.2021.1924174MaRDI QIDQ3389663zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3227378 (Why is no real title available?)
• A new class of blased estimate in linear regression
• Asymptotics for Lasso-type estimators.
• Difference based ridge and Liu type estimators in semiparametric regression models
• Ideal spatial adaptation by wavelet shrinkage
• Improved Liu estimator in a linear regression model
• Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
• Modified restricted Liu estimator in logistic regression model
• On Biased Estimation in Linear Models
• Rank-based Liu regression
• Regularization and Variable Selection Via the Elastic Net
• Relaxed Lasso
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• 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

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