Model selection of hierarchically structured covariates using elastic net

DOI10.1214/16-EJS1217zbMATH Open1357.62245OpenAlexW2560758084MaRDI QIDQ502840FDOQ502840

Authors: Wenqian Qiao, Heng Lian, Minge Xie 

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1480993454

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zbMATH Keywords

variable selectiongrouping propertyhierarchical covariate treehierarchical elastic net

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (5)

• Title not available (Why is that?)
• Structured variable selection via prior-induced hierarchical penalty functions
• Nonparametric estimation of the random coefficients model: an elastic net approach
• Potential application of elastic nets for shared polygenicity detection with adapted threshold selection
• Elastic net for Cox’s proportional hazards model with a solution path algorithm

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