Approximate penalization path for smoothly clipped absolute deviation

DOI10.1080/00949655.2010.550292zbMath1318.62208OpenAlexW2022093486MaRDI QIDQ4912042

Changyi Park, Hosik Choi

Publication date: 21 March 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.550292

zbMATH Keywords

penalized regressionfeature selectionpenalization pathsmoothly clipped and absolute deviation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• ElemStatLearn

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Least angle regression. (With discussion)
• Piecewise linear regularized solution paths
• Efficient Computation and Model Selection for the Support Vector Regression
• The Concave-Convex Procedure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regularization and Variable Selection Via the Elastic Net
• Smoothly Clipped Absolute Deviation on High Dimensions

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