Beyond support in two-stage variable selection
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Publication:517395
DOI10.1007/s11222-015-9614-1zbMath1505.62056arXiv1505.07281OpenAlexW2166149130MaRDI QIDQ517395
Christophe Ambroise, Jean-Michel Bécu, Cyril Dalmasso, Yves Grandvalet
Publication date: 23 March 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07281
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Uses Software
Cites Work
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