Discussion of ``Correlated variables in regression: clustering and sparse estimation
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Discussion of ``Correlated variables in regression: clustering and sparse estimation''
Discussion of ``Correlated variables in regression: clustering and sparse estimation''
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Recommendations
- Discussion of ``Correlated variables in regression: clustering and sparse estimation
- Remarks on ``Correlated variables in regression: clustering and sparse estimation
- Correlated variables in regression: clustering and sparse estimation
- scientific article; zbMATH DE number 6458363
- Sparse regression over clusters: SparClur
- Sparse regression with exact clustering
- Partial correlation estimation by joint sparse regression models
- Estimation and selection in regression clustering
- A discussion on practical considerations with sparse regression methodologies
- Correlated component regression: re-thinking regression in the presence of near collinearity
Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A well-conditioned estimator for large-dimensional covariance matrices
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Model Selection and Estimation in Regression with Grouped Variables
- Regularization and Variable Selection Via the Elastic Net
- Standardization and the group lasso penalty
- Statistics for high-dimensional data. Methods, theory and applications.
- Support vector machines with a reject option
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