A new double-regularized regression using Liu and Lasso regularization

DOI10.1007/S00180-021-01120-4zbMath1505.62155OpenAlexW3174785348MaRDI QIDQ2135849

Murat Genç

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01120-4

zbMATH Keywords

regularizationill-posed problemsvariable selectionLassoLiu regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Uses Software

• glmnet

Cites Work

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• glmnet
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• Convergence of a block coordinate descent method for nondifferentiable minimization

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