On the RODEO Method for Variable Selection
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Publication:4561912
DOI10.1007/978-3-319-02499-8_16zbMath1407.62133OpenAlexW1022125743MaRDI QIDQ4561912
Maria Lucia Parrella, Francesco Giordano
Publication date: 13 December 2018
Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_16
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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