Variable selection via generalized SELO-penalized linear regression models
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Publication:1640691
DOI10.1007/s11766-018-3496-xzbMath1399.62050OpenAlexW2806704369MaRDI QIDQ1640691
Ji-Chang Yu, Yu Ling Jiao, Yue-Yong Shi, Yong-Xiu Cao
Publication date: 14 June 2018
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-018-3496-x
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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Cites Work
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