Shrinkage and variable selection by polytopes

DOI10.1016/j.jspi.2011.06.020zbMath1368.62207MaRDI QIDQ643373

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/

zbMATH Keywords

polytopes; LASSO; elastic net; constraint regions; OSCAR

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

Uses Software

• OSCAR