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SLASSO: a scaled LASSO for multicollinear situations - MaRDI portal

SLASSO: a scaled LASSO for multicollinear situations (Q3389663)

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SLASSO: a scaled LASSO for multicollinear situations
scientific article

    Statements

    title
    SLASSO: a scaled LASSO for multicollinear situations (English)
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    author
    Mohammad Arashi
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    Yasin Asar
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    Bahadır Yüzbaşı
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    publication date
    23 March 2022
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    zbMATH Keywords
    biasing parameter
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    \(L_1\)-penalty
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    LASSO
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    Liu estimation
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    multicollinearity
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    variable selection
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62H05
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    62-XX
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    zbMATH DE Number
    7497099
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    OpenAlex ID
    W3163178158
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