Shrinkage and variable selection by polytopes

DOI10.1016/J.JSPI.2011.06.020zbMATH Open1368.62207OpenAlexW2012756560MaRDI QIDQ643373FDOQ643373

Gerhard Tutz, Sebastian Petry

Publication date: 28 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://epub.ub.uni-muenchen.de/10539/

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zbMATH Keywords

elastic netLASSOpolytopesconstraint regionsOSCAR

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Model selection with low complexity priors

Uses Software

• OSCAR

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