Remarks on ``Correlated variables in regression: clustering and sparse estimation

DOI10.1016/J.JSPI.2013.05.021MaRDI QIDQ394083zbMATH OpenOpenAlexFDO

Authors Gershon Saar, Yaacov Ritov

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.2013.05.021

Mathematics Subject Classification ID

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)

Cited in

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• Discussion of ``Correlated variables in regression: clustering and sparse estimation

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