Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters

DOI10.1007/s10463-019-00734-2zbMath1466.62371OpenAlexW2982002503WikidataQ126984857 ScholiaQ126984857MaRDI QIDQ2027229

Shuichi Kawano, Hirokazu Yanagihara, Mineaki Ohishi

Publication date: 25 May 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-019-00734-2

zbMATH Keywords

GICoptimization problemlinear regressionsparsityadaptive Lassoregularization parametersmodel selection criteriongeneralized ridge regression\(C_p\) criterionGCV criterion

Mathematics Subject Classification ID

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

Related Items (1)

Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression

Uses Software

• glmnet

Cites Work

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