Stochastic restricted LASSO-type estimator in the linear regression model

DOI10.1155/2020/7352097zbMath1440.62270OpenAlexW3014003916MaRDI QIDQ2183903

Pushpakanthie Wijekoon, Manickavasagar Kayanan

Publication date: 27 May 2020

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/7352097

zbMATH Keywords

linear regression modelLasso-type estimatorstochastic restricted LASSO-type estimator (SRLASSO)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Stochastic programming (90C15) Stochastic approximation (62L20)

Cites Work

• Unnamed Item
• Least angle regression. (With discussion)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Regularization and Variable Selection Via the Elastic Net
• The Bias and Moment Matrix of a Mixed Regression Estimator
• A Note on Regression when There is Extraneous Information about One of the Coefficients

This page was built for publication: Stochastic restricted LASSO-type estimator in the linear regression model