Discussion of ``Correlated variables in regression: clustering and sparse estimation
DOI10.1016/J.JSPI.2013.05.020zbMATH Open1432.62200OpenAlexW2008707499MaRDI QIDQ394081FDOQ394081
Authors: Jacob Bien, Marten H. Wegkamp 
Publication date: 24 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.020
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Cites Work
- Title not available (Why is that?)
- Statistics for high-dimensional data. Methods, theory and applications.
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- A well-conditioned estimator for large-dimensional covariance matrices
- Standardization and the group lasso penalty
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Support vector machines with a reject option
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