High-dimensional regression and variable selection using CAR scores (Q118588)

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scientific article; zbMATH DE number 6351913
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English
High-dimensional regression and variable selection using CAR scores
scientific article; zbMATH DE number 6351913

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    10
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    1
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    18 January 2011
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    7 October 2014
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    variable importance
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    variable selection
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    decorrelation
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    lasso
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    elastic net
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    boosting
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    CAR score
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    High-dimensional regression and variable selection using CAR scores (English)
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