The sparse Laplacian shrinkage estimator for high-dimensional regression
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Publication:651021
DOI10.1214/11-AOS897zbMath1227.62049arXiv1112.3450OpenAlexW3102389945WikidataQ39148577 ScholiaQ39148577MaRDI QIDQ651021
Jian Huang, Cun-Hui Zhang, Hongzhe Li, Shuangge Ma
Publication date: 8 December 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.3450
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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Uses Software
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