On the grouped selection and model complexity of the adaptive elastic net

DOI10.1007/s11222-010-9181-4zbMath1255.62215MaRDI QIDQ5917858

Samiran Ghosh

Publication date: 31 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9181-4

zbMATH Keywords

variable selection; adaptive lasso; double regularization; grouping effect; LARS-EN algorithm

Mathematics Subject Classification ID

62F10: Point estimation

62J99: Linear inference, regression

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