Group Variable Selection with Oracle Property by Weight-Fused Adaptive Elastic Net Model for Strongly Correlated Data

DOI10.1080/03610918.2012.752841zbMath1462.62440OpenAlexW2074123605MaRDI QIDQ2876160

Lin Dai, Ying-Zi Fu, Wen-Ming Zhang, Guanghui Fu

Publication date: 18 August 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.752841

zbMATH Keywords

oracle propertyLassogroup variable selectionadaptive elastic netweight-fused Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail ⋮ Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Shrinkage and model selection with correlated variables via weighted fusion
• Least angle regression. (With discussion)
• On the adaptive elastic net with a diverging number of parameters
• Grouping Variable Selection by Weight Fused Elastic Net for Multi-Collinear Data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Regularization and Variable Selection Via the Elastic Net

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