Variable selection under multicollinearity using modified log penalty
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Cites work
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- Multi-step methods for choosing the best set of variables in regression analysis
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On the prediction performance of the Lasso
- Regression analysis by example
- Regularization and Variable Selection Via the Elastic Net
- Regularization of Wavelet Approximations
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Tuning parameter selection in high dimensional penalized likelihood
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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