Modified SCAD penalty for constrained variable selection problems
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Publication:1731229
DOI10.1016/j.stamet.2014.05.001zbMath1486.62204OpenAlexW2029272185MaRDI QIDQ1731229
Publication date: 13 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2014.05.001
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
Uses Software
Cites Work
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- Stability Selection
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- Robust Statistics
- A new look at the statistical model identification
