Model selection with mixed variables on the Lasso path
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Publication:2040668
DOI10.1007/s13571-019-00219-5zbMath1469.62305OpenAlexW3022060988MaRDI QIDQ2040668
Huimin Peng, X. Jessie Jeng, Wen-Bin Lu
Publication date: 14 July 2021
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-019-00219-5
Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)
Uses Software
Cites Work
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