Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data
From MaRDI portal
Publication:5086389
DOI10.1080/03610918.2019.1642484OpenAlexW2963614308WikidataQ127440783 ScholiaQ127440783MaRDI QIDQ5086389
Publication date: 5 July 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1642484
high-dimensional datavariable selectionoracle propertycollinearityadaptive elastic-netnonnegative estimation
Cites Work
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
- Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
- Estimating the dimension of a model
- Nonnegative-Lasso and application in index tracking
- Sign-constrained least squares estimation for high-dimensional regression
- On the adaptive elastic net with a diverging number of parameters
- Nonnegative elastic net and application in index tracking
- Better Subset Regression Using the Nonnegative Garrote
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
- Regularization and Variable Selection Via the Elastic Net
- Multiplicative Updates for Nonnegative Quadratic Programming