Variable selection and collinearity processing for multivariate data via row-elastic-net regularization

DOI10.1007/S10182-021-00403-XMaRDI QIDQ2125732zbMATH OpenOpenAlexFDO

Authors Lingchen Kong, Bing Zhen Chen, Wen-juan Zhai

Publication date 14 April 2022

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-021-00403-x

zbMATH Keywords

collinearitymultivariate linear regressionrobust estimatorrow-sparsitysub-gradient algorithm

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

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• scientific article; zbMATH DE number 1086070 (Why is no real title available?)
• Input selection and shrinkage in multiresponse linear regression
• Low-rank elastic-net regularized multivariate Huber regression model
• On the adaptive elastic net with a diverging number of parameters
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
• Reduced rank ridge regression and its kernel extensions
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• Robust Estimation of a Location Parameter
• Robust Statistics
• Simultaneous Support Recovery in High Dimensions: Benefits and Perils of Block $\ell _{1}/\ell _{\infty} $-Regularization
• Support union recovery in high-dimensional multivariate regression

Cited in

(2)

• Low-rank elastic-net regularized multivariate Huber regression model
• Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data

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