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Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure - MaRDI portal

Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (Q5138041)

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scientific article; zbMATH DE number 7281527
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Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure
scientific article; zbMATH DE number 7281527

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    Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure (English)
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    3 December 2020
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    collinearity
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    generalized linear models
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    nonconvex penalty
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    oracle ridge estimator
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    variable selection
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