Graphical group ridge

DOI10.1080/00949655.2020.1803320OpenAlexW3048895051MaRDI QIDQ5037126

Taoufik Zoubeidi, Saeed Aldahmani

Publication date: 25 February 2022

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

Full work available at URL: https://doi.org/10.1080/00949655.2020.1803320

zbMATH Keywords

unbiased estimationridge regressiongraphical modelLassoLARSnon-informative features

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistics (62-XX)

Related Items (1)

GGRidge

Uses Software

• penalized
• glasso

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sparse inverse covariance estimation with the graphical lasso
• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Algorithmic graph theory and perfect graphs
• Sparse permutation invariant covariance estimation
• Hybrid graphical least square estimation and its application in portfolio selection
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Graphical Models with R
• Cross-Validation of Regression Models
• Ridge regression:some simulations
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
• Efficient approximate k‐fold and leave‐one‐out cross‐validation for ridge regression
• Regularization and Variable Selection Via the Elastic Net
• High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Graphical group ridge