Variable selection and collinearity processing for multivariate data via row-elastic-net regularization

DOI10.1007/s10182-021-00403-xzbMath1484.62092OpenAlexW3163578404MaRDI QIDQ2125732

Lingchen Kong, Wen-juan Zhai, Bing Zhen Chen

Publication date: 14 April 2022

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-021-00403-x

zbMATH Keywords

collinearityrobust estimatormultivariate linear regressionrow-sparsitysub-gradient algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46)

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