A two-level method for constructing linear regressions using optimal convex combinations

DOI10.1134/S1064562418020035zbMATH Open1490.62180OpenAlexW2804398619MaRDI QIDQ721801FDOQ721801

Authors: O. V. Sen'ko, A. A. Dokukin, N. Yu. Khomutov, N. N. Kiselyova 

Publication date: 20 July 2018

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562418020035

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zbMATH Keywords

two-level methodconstruction of multidimensional regression modeloptimal convex combinations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites Work

• Regularization and Variable Selection Via the Elastic Net
• Optimal convex correcting procedures in problems of high dimension
• Regression model based on convex combinations best correlated with response

Cited In (2)

• New two-level machine learning method for evaluating the real characteristics of objects
• Regression model based on convex combinations best correlated with response

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