Regularization and Variable Selection Via the Elastic Net

DOI10.1111/j.1467-9868.2005.00503.xzbMath1069.62054OpenAlexW2122825543WikidataQ62065858 ScholiaQ62065858MaRDI QIDQ5313591

Hui Zou, Trevor Hastie

Publication date: 1 September 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00503.x

zbMATH Keywords

penalizationvariable selectionprostate cancerlassogrouping effectLARS algorithm\(p\gg n\) problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Uses Software

• lars
• ElemStatLearn

Cites Work

• Unnamed Item
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• Least angle regression. (With discussion)
• Significance analysis of microarrays applied to the ionizing radiation response
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• The elements of statistical learning. Data mining, inference, and prediction
• Gene selection for cancer classification using support vector machines