Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions
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Publication:5255693
DOI10.1198/jasa.2010.tm10130zbMath1388.62212OpenAlexW2076349866MaRDI QIDQ5255693
Peter Radchenko, Gareth M. James
Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm10130
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) General nonlinear regression (62J02)
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