Analyzing large datasets with bootstrap penalization
From MaRDI portal
Publication:2980232
DOI10.1002/bimj.201600052zbMath1367.62216OpenAlexW2549203804WikidataQ39168493 ScholiaQ39168493MaRDI QIDQ2980232
Publication date: 28 April 2017
Published in: Biometrical Journal (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5577005
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Parallel coordinate descent methods for big data optimization
- Random lasso
- Least angle regression. (With discussion)
- Pitfalls of hypothesis tests and model selection on bootstrap samples: Causes and consequences in biometrical applications
- Well-Separated Clusters and Optimal Fuzzy Partitions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Model-Free Variable Selection
- Regularization and Variable Selection Via the Elastic Net
- Random forests
This page was built for publication: Analyzing large datasets with bootstrap penalization