Shrinkage and variable selection by polytopes

DOI10.1016/J.JSPI.2011.06.020MaRDI QIDQ643373zbMATH OpenOpenAlexFDO

Authors Sebastian Petry, Gerhard Tutz

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

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)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• Estimation with quadratic loss.
• Least angle regression. (With discussion)
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• Sparsity and Smoothness Via the Fused Lasso

Cited in

(3)

• Model selection with low complexity priors
• A flexible shrinkage operator for fussy grouped variable selection
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

Describes a project that uses

Uses Software

• OSCAR

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