Removing the singularity of a penalty via thresholding function matching

DOI10.1016/j.jkss.2019.03.004zbMath1439.62165OpenAlexW2934853050MaRDI QIDQ2178181

Chi Tim Ng, Van Cuong Nguyen

Publication date: 7 May 2020

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2019.03.004

zbMATH Keywords

penalty functionpenalized regression problemreconstructable penaltythresholding functiontransformable penalty

Mathematics Subject Classification ID

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

Uses Software

• bootstrap

Cites Work

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