A novel regularization method for estimation and variable selection in multi-index models

DOI10.1080/03610926.2018.1473603OpenAlexW2900786913WikidataQ128880272 ScholiaQ128880272MaRDI QIDQ5866048

Peng Zeng, Yu Zhu

Publication date: 10 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1473603

zbMATH Keywords

MAVEgeneralized lassorow-wise coordinate descentrow-wise shrinkage

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Minimum average variance estimation with group Lasso for the multivariate response central mean subspace

Uses Software

• ElemStatLearn

Cites Work

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