Group variable selection via SCAD-L2
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Publication:5169751
DOI10.1080/02331888.2012.719513zbMath1367.62222OpenAlexW1996583386MaRDI QIDQ5169751
Publication date: 11 July 2014
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2012.719513
Related Items (9)
Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection ⋮ Doubly robust weighted composite quantile regression based on SCAD‐L2 ⋮ A class of modified accelerated proximal gradient methods for nonsmooth and nonconvex minimization problems ⋮ Convergence of Bregman Peaceman-Rachford splitting method for nonconvex nonseparable optimization ⋮ Unnamed Item ⋮ Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure ⋮ Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension ⋮ A regularized variable selection procedure in additive hazards model with stratified case-cohort design ⋮ Adaptive elastic-net selection in a quantile model with diverging number of variable groups
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- On the adaptive elastic net with a diverging number of parameters
- Regularization of Wavelet Approximations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sparsity and Smoothness Via the Fused Lasso
- Group variable selection for data with dependent structures
- Regularization and Variable Selection Via the Elastic Net
- Smoothly Clipped Absolute Deviation on High Dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
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