Sparse alternatives to ridge regression: a random effects approach

DOI10.1080/02664763.2014.929640OpenAlexW2093646791MaRDI QIDQ5130118

Yudi Pawitan, Arief Gusnanto

Publication date: 4 November 2020

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

Full work available at URL: https://figshare.com/articles/journal_contribution/Sparse_alternatives_to_ridge_regression_a_random_effects_approach/1084325

zbMATH Keywords

mixturerandom effectsridge regressionsparse solutioncalibration model

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• ElemStatLearn

Cites Work

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• Coordinate descent algorithms for lasso penalized regression
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
• Ridge Regression: Applications to Nonorthogonal Problems
• Tuning Parameter Selection in High Dimensional Penalized Likelihood

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