Model selection of hierarchically structured covariates using elastic net

DOI10.1214/16-EJS1217MaRDI QIDQ502840zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectiongrouping propertyhierarchical covariate treehierarchical elastic net

Mathematics Subject Classification ID

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

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Cited in

(5)

• scientific article; zbMATH DE number 7338564 (Why is no real title available?)
• 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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