Variable selection under multicollinearity using modified log penalty

DOI10.1080/02664763.2019.1637829OpenAlexW2955625823MaRDI QIDQ5036976

Chi Tim Ng, Van Cuong Nguyen

Publication date: 25 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2019.1637829

zbMATH Keywords

multicollinearitypenalized regressiongrouping effectmodified log penaltystrictly concave penalty function

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• bootstrap

Cites Work

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