A unified class of penalties with the capability of producing a differentiable alternative to l1 norm penalty

DOI10.1080/03610926.2018.1515362OpenAlexW2898309436MaRDI QIDQ5077917

Hamed Haselimashhadi

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1515362

zbMATH Keywords

LASSOSCADgeneralised information criteriondifferentiable penaltylikelihood regularization

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• DLMF

Cites Work

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• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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