The Penalized Analytic Center Estimator
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Publication:5864508
DOI10.1080/07474938.2015.1092800zbMATH Open1491.62060OpenAlexW2339172700MaRDI QIDQ5864508FDOQ5864508
Authors: Keith Knight 
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1092800
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Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Pathwise coordinate optimization
- Title not available (Why is that?)
- Simultaneous analysis of Lasso and Dantzig selector
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Regularization and Variable Selection Via the Elastic Net
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Asymptotics for Lasso-type estimators.
- DASSO: Connections Between the Dantzig Selector and Lasso
- A coordinate gradient descent method for nonsmooth separable minimization
- On the adaptive elastic net with a diverging number of parameters
- Title not available (Why is that?)
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector
Cited In (5)
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