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Usage of the GO estimator in high dimensional linear models - MaRDI portal

Usage of the GO estimator in high dimensional linear models (Q1995832)

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scientific article; zbMATH DE number 7315553
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Usage of the GO estimator in high dimensional linear models
scientific article; zbMATH DE number 7315553

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    Usage of the GO estimator in high dimensional linear models (English)
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    25 February 2021
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    coordinate descent algorithm
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    elastic net
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    grouping property
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    Lasso
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    shrinkage
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    variable selection
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