A group adaptive elastic-net approach for variable selection in high-dimensional linear regression

DOI10.1007/s11425-016-0071-xzbMath1384.62229OpenAlexW2744799797MaRDI QIDQ1705570

Jian Huang, Feng Qiu, Jian-Hua Hu

Publication date: 16 March 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0071-x

zbMATH Keywords

oracle inequalitieshigh-dimensional regressionoracle propertygroup variable selectiongroup adaptive elastic-net

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm

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