A flexible shrinkage operator for fussy grouped variable selection

DOI10.1007/s00362-016-0799-yzbMath1407.62255OpenAlexW2464211785MaRDI QIDQ1785810

Xiaoli Gao

Publication date: 1 October 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: http://libres.uncg.edu/ir/uncg/f/X_Gao_Flexible_2016.pdf

zbMATH Keywords

shrinkage estimatorvariable selectiondegrees of freedom\(k\)-th largest normgroup shrinkage

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (2)

Optimal regression parameter-specific shrinkage by plug-in estimation ⋮ A note on quantile feature screening via distance correlation

Uses Software

• clusfind

Cites Work

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• Finding Groups in Data
• Maximum likelihood identification of Gaussian autoregressive moving average models
• A Statistical View of Some Chemometrics Regression Tools
• Model Selection and Estimation in Regression with Grouped Variables

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