Dealing with big data: comparing dimension reduction and shrinkage regression methods

DOI10.1080/02664763.2016.1177498OpenAlexW2397478805MaRDI QIDQ5138553

Sara Sadat Moosavi, Hamideh D. Hamedani

Publication date: 4 December 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2016.1177498

zbMATH Keywords

ridge regressionsufficient dimension reductionLASSOSCADelastic-netcentral subspaceOSCARshrinkage regressionFLASHSPICE method

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• OSCAR
• blasso
• ElemStatLearn
• covTest

Cites Work

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• Comment
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