Model Selection and Estimation in Regression with Grouped Variables

DOI10.1111/j.1467-9868.2005.00532.xzbMath1141.62030OpenAlexW2138019504WikidataQ62065859 ScholiaQ62065859MaRDI QIDQ5434731

Yi Lin, Ming Yuan

Publication date: 9 January 2008

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.1467-9868.2005.00532.x

zbMATH Keywords

analysis of varianceLassoleast angle regressionnon-negative garrottepiecewise linear solution path

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Analysis of variance and covariance (ANOVA) (62J10)

Uses Software

• lars

Cites Work

• Unnamed Item
• Least angle regression. (With discussion)
• Calibration and empirical Bayes variable selection
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Adaptive Model Selection