Improved variable selection with forward-lasso adaptive shrinkage
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Publication:542500
DOI10.1214/10-AOAS375zbMath1220.62089arXiv1104.3390OpenAlexW1972414162MaRDI QIDQ542500
Gareth M. James, Peter Radchenko
Publication date: 10 June 2011
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.3390
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)
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Uses Software
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